+34.8%
CTSH vs AGI
+389.5%
-354.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.2% | -0.6% |
| 7D | -2.1% | -10.1% | +8.0% | -1.6% |
| 30D | +1.4% | -6.5% | +7.9% | +1.7% |
| 3M | +7.5% | -12.8% | +20.3% | +8.1% |
| 6M | +39.6% | -34.3% | +73.9% | +42.3% |
| YTD | -22.3% | -25.6% | +3.3% | -21.6% |
| 1Y | -12.0% | -14.2% | +2.3% | -11.9% |
| 3Y | +1.8% | +127.3% | -125.5% | -5.1% |
| 5Y | -15.8% | +241.8% | -257.6% | -24.0% |
| All | +34.8% | +389.5% | -354.7% | +19.4% |
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