+22.2%
CTSH vs AGI
+392.3%
-370.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.7% | +2.2% | +2.8% |
| 7D | -3.7% | -2.7% | -1.0% | -3.6% |
| 30D | +3.7% | +7.2% | -3.5% | +3.3% |
| 3M | +17.9% | +4.3% | +13.7% | +17.6% |
| 6M | -2.6% | -27.1% | +24.4% | -1.3% |
| YTD | -26.4% | -6.6% | -19.8% | -26.6% |
| 1Y | -13.0% | +9.5% | -22.6% | -14.2% |
| 3Y | -11.2% | +208.4% | -219.6% | -18.3% |
| 5Y | -14.3% | +401.6% | -415.9% | -23.5% |
| All | +22.2% | +392.3% | -370.2% | +9.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 10y: compounded portfolio wealth divided by compounded AGI 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…
10y analysis · Full analysis span regression · 6 months rolling