+3,134.6%
CTSH vs AGI
+4,416.0%
-1,281.4%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +8.3% |
| 3M | +10.6% | -10.2% | +20.8% | +11.1% |
| 6M | +32.5% | -31.5% | +64.0% | +34.8% |
| YTD | -21.0% | -22.0% | +1.0% | -20.5% |
| 1Y | -9.9% | -7.9% | -2.0% | -10.2% |
| 3Y | +3.1% | +137.6% | -134.4% | -3.4% |
| 5Y | -13.4% | +256.7% | -270.1% | -21.2% |
| 10Y | +37.1% | +405.2% | -368.0% | +18.9% |
| All | +3,134.6% | +4,416.0% | -1,281.4% | +2,650.8% |
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