+22.2%
CTSH vs AJG
+473.1%
-450.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.2% | +4.1% | +3.6% |
| 7D | -3.7% | -8.3% | +4.6% | +1.3% |
| 30D | +3.7% | -5.7% | +9.4% | +7.2% |
| 3M | +17.9% | +9.1% | +8.8% | +12.3% |
| 6M | -2.6% | +15.2% | -17.9% | -10.3% |
| YTD | -26.4% | -6.3% | -20.1% | -24.2% |
| 1Y | -13.0% | -19.1% | +6.1% | -3.1% |
| 3Y | -11.2% | +8.2% | -19.4% | -20.0% |
| 5Y | -14.3% | +75.6% | -89.9% | -45.4% |
| All | +22.2% | +473.1% | -450.9% | -58.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AJG.
Daily Out/Under-Performance
Portfolio return minus AJG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AJG 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 10y: compounded portfolio wealth divided by compounded AJG 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…
10y analysis · Full analysis span regression · 6 months rolling