-11.2%
CTSH vs AIG
+11.6%
-22.8%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.6% | -1.5% | -1.1% |
| 7D | -2.1% | +1.4% | -3.4% | -2.6% |
| 30D | +8.0% | +6.6% | +1.3% | +5.6% |
| 3M | +10.6% | +7.9% | +2.7% | +7.7% |
| 6M | +32.5% | +10.4% | +22.1% | +28.6% |
| YTD | -21.0% | -1.3% | -19.7% | -22.4% |
| All | -11.2% | +11.6% | -22.8% | -16.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AIG.
Daily Out/Under-Performance
Portfolio return minus AIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AIG 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 1y: compounded portfolio wealth divided by compounded AIG 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…
1y analysis · Full analysis span regression · 6 months rolling