-13.0%
CTSH vs AJG
-17.2%
+4.1%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.2% | +4.1% | +3.5% |
| 7D | -3.7% | -8.3% | +4.6% | +0.6% |
| 30D | +3.7% | -5.7% | +9.4% | +6.7% |
| 3M | +17.9% | +9.1% | +8.8% | +14.7% |
| 6M | -2.6% | +15.2% | -17.9% | -7.4% |
| YTD | -26.4% | -6.3% | -20.1% | -27.6% |
| 1Y | -13.0% | -19.1% | +6.1% | -12.5% |
| All | -13.0% | -17.2% | +4.1% | -12.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling