+34,247.0%
CTSH vs AIG
-85.9%
+34,332.9%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.8% | -2.8% | -3.4% |
| 7D | -2.7% | -0.9% | -1.8% | -2.5% |
| 30D | +12.4% | -4.9% | +17.2% | +13.6% |
| 3M | +17.4% | +4.5% | +12.9% | +16.3% |
| 6M | -3.1% | -1.4% | -1.6% | -2.8% |
| YTD | -23.6% | -9.8% | -13.8% | -22.1% |
| 1Y | -10.8% | -4.5% | -6.3% | -10.3% |
| 3Y | -8.3% | +37.4% | -45.7% | -15.3% |
| 5Y | -11.3% | +55.0% | -66.3% | -20.7% |
| 10Y | +22.6% | +63.7% | -41.1% | +3.5% |
| All | +34,247.0% | -85.9% | +34,332.9% | +34,055.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling