+1,433.1%
CTSH vs AGG
+98.1%
+1,335.0%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.1% | -3.7% | -3.6% |
| 7D | -2.7% | -0.2% | -2.5% | -2.8% |
| 30D | +12.4% | -0.4% | +12.7% | +12.2% |
| 3M | +17.4% | -0.7% | +18.0% | +17.1% |
| 6M | -3.1% | -1.5% | -1.6% | -3.6% |
| YTD | -23.6% | -0.3% | -23.3% | -23.6% |
| 1Y | -10.8% | +1.3% | -12.1% | -10.4% |
| 3Y | -8.3% | +13.2% | -21.5% | -4.2% |
| 5Y | -11.3% | -1.4% | -9.9% | -16.2% |
| 10Y | +22.6% | +14.9% | +7.8% | +31.9% |
| All | +1,433.1% | +98.1% | +1,335.0% | +2,272.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AGG.
Daily Out/Under-Performance
Portfolio return minus AGG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded AGG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling