+22.2%
CTSH vs AON
+204.8%
-182.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.7% | +4.5% | +3.7% |
| 7D | -3.7% | -6.3% | +2.6% | -0.4% |
| 30D | +3.7% | -14.1% | +17.8% | +11.6% |
| 3M | +17.9% | -9.5% | +27.4% | +23.9% |
| 6M | -2.6% | -4.0% | +1.4% | -0.7% |
| YTD | -26.4% | -13.8% | -12.6% | -21.1% |
| 1Y | -13.0% | -18.3% | +5.3% | -4.4% |
| 3Y | -11.2% | -7.2% | -4.0% | -10.3% |
| 5Y | -14.3% | +7.3% | -21.6% | -21.3% |
| All | +22.2% | +204.8% | -182.6% | -36.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AON.
Daily Out/Under-Performance
Portfolio return minus AON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AON 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 AON 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