+3,028.1%
CTSH vs AGI
+5,459.2%
-2,431.0%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.9% | -1.7% | -3.5% |
| 7D | -2.7% | +0.6% | -3.3% | -2.7% |
| 30D | +12.4% | +18.2% | -5.9% | +11.3% |
| 3M | +17.4% | -4.1% | +21.5% | +17.4% |
| 6M | -3.1% | -28.7% | +25.6% | -1.7% |
| YTD | -23.6% | -4.0% | -19.6% | -23.9% |
| 1Y | -10.8% | +17.4% | -28.2% | -12.4% |
| 3Y | -8.3% | +203.0% | -211.3% | -15.1% |
| 5Y | -11.3% | +376.7% | -388.0% | -20.5% |
| 10Y | +22.6% | +407.5% | -384.9% | +6.1% |
| All | +3,028.1% | +5,459.2% | -2,431.0% | +2,534.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling