-11.3%
CTSH vs AGI
+210.3%
-221.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.4% | -2.4% | -3.8% |
| 7D | -5.5% | +4.4% | -9.9% | -5.6% |
| 30D | +4.5% | +10.0% | -5.4% | +4.2% |
| 3M | +13.7% | +1.7% | +12.0% | +13.9% |
| 6M | -8.4% | -26.8% | +18.4% | -7.3% |
| YTD | -26.5% | -5.3% | -21.2% | -26.3% |
| 1Y | -13.9% | +11.5% | -25.4% | -14.6% |
| All | -11.3% | +210.3% | -221.6% | -22.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling