-17.1%
CTSH vs AIG
+53.4%
-70.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.5% | -3.3% | -3.1% |
| 7D | -8.2% | -1.4% | -6.8% | -7.7% |
| 30D | +0.4% | -3.3% | +3.7% | +1.7% |
| 3M | +10.6% | +2.2% | +8.4% | +9.7% |
| 6M | -8.8% | -2.1% | -6.7% | -8.2% |
| YTD | -28.6% | -11.2% | -17.4% | -25.7% |
| 1Y | -15.9% | -2.1% | -13.8% | -16.1% |
| 3Y | -13.9% | +34.4% | -48.2% | -25.4% |
| 5Y | -17.1% | +53.7% | -70.8% | -34.6% |
| All | -17.1% | +53.4% | -70.5% | -34.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling