+21.0%
CTSH vs CAG
-35.6%
+56.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.0% | -1.9% | -2.7% |
| 7D | -8.2% | -6.6% | -1.6% | -7.0% |
| 30D | +0.4% | +2.3% | -1.9% | -0.1% |
| 3M | +10.6% | +16.3% | -5.7% | +7.4% |
| 6M | -8.8% | -16.0% | +7.2% | -6.1% |
| YTD | -28.6% | -7.7% | -20.9% | -28.1% |
| 1Y | -15.9% | -16.0% | +0.1% | -13.8% |
| 3Y | -13.9% | -37.7% | +23.8% | -7.4% |
| 5Y | -17.1% | -41.2% | +24.1% | -10.2% |
| 10Y | +21.0% | -33.8% | +54.8% | +27.6% |
| All | +21.0% | -35.6% | +56.6% | +27.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 CAG 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