-13.4%
CTSH vs AGI
+260.0%
-273.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.8% | +1.9% | -0.7% |
| 7D | -2.1% | 0.0% | -2.1% | -2.1% |
| 30D | +8.0% | -7.6% | +15.6% | +8.5% |
| 3M | +10.6% | -10.2% | +20.8% | +11.3% |
| 6M | +32.5% | -31.5% | +64.0% | +36.0% |
| YTD | -21.0% | -22.0% | +1.0% | -20.3% |
| 1Y | -9.9% | -7.9% | -2.0% | -10.7% |
| 3Y | +3.1% | +137.6% | -134.4% | -12.5% |
| 5Y | -13.4% | +256.7% | -270.1% | -31.7% |
| All | -13.4% | +260.0% | -273.4% | -31.7% |
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