-11.3%
CTSH vs AIG
+34.0%
-45.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -2.0% | -1.8% | -3.2% |
| 7D | -5.5% | -1.6% | -3.9% | -4.9% |
| 30D | +4.5% | -5.2% | +9.7% | +6.4% |
| 3M | +13.7% | +1.5% | +12.3% | +13.4% |
| 6M | -8.4% | -3.9% | -4.5% | -7.2% |
| YTD | -26.5% | -11.6% | -14.9% | -23.7% |
| 1Y | -13.9% | -2.9% | -11.0% | -14.0% |
| 3Y | -11.3% | +33.7% | -45.1% | -15.8% |
| All | -11.3% | +34.0% | -45.3% | -15.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling