+31,981.4%
CTSH vs AJG
+5,053.3%
+26,928.1%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.9% | 0.0% | -1.6% |
| 7D | -8.2% | -7.4% | -0.8% | -5.1% |
| 30D | +0.4% | -3.0% | +3.4% | +1.7% |
| 3M | +10.6% | +12.8% | -2.3% | +5.2% |
| 6M | -8.8% | +12.8% | -21.7% | -13.3% |
| YTD | -28.6% | -4.7% | -23.9% | -27.4% |
| 1Y | -15.9% | -17.2% | +1.3% | -9.7% |
| 3Y | -13.9% | +10.2% | -24.1% | -19.3% |
| 5Y | -17.1% | +76.9% | -94.0% | -36.8% |
| 10Y | +21.0% | +480.5% | -459.5% | -42.2% |
| All | +31,981.4% | +5,053.3% | +26,928.1% | +6,722.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling