-17.1%
CTSH vs AGI
+392.7%
-409.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.3% | -4.2% | -3.0% |
| 7D | -8.2% | +2.2% | -10.4% | -8.4% |
| 30D | +0.4% | +11.3% | -10.9% | -0.4% |
| 3M | +10.6% | +5.6% | +4.9% | +10.1% |
| 6M | -8.8% | -27.7% | +18.9% | -6.7% |
| YTD | -28.6% | -4.1% | -24.5% | -29.0% |
| 1Y | -15.9% | +13.8% | -29.7% | -18.1% |
| 3Y | -13.9% | +217.0% | -230.9% | -28.2% |
| 5Y | -17.1% | +404.3% | -421.4% | -35.2% |
| All | -17.1% | +392.7% | -409.8% | -35.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling