+38.7%
CTSH vs CAG
-38.9%
+77.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.7% | +2.9% | +2.3% |
| 7D | +1.8% | +6.6% | -4.8% | +0.5% |
| 30D | +9.8% | +13.9% | -4.1% | +6.9% |
| 3M | +12.1% | +4.0% | +8.1% | +11.1% |
| 6M | +27.4% | +10.0% | +17.4% | +24.7% |
| YTD | -20.3% | -6.1% | -14.1% | -20.0% |
| 1Y | -8.8% | -4.3% | -4.5% | -8.9% |
| 3Y | +4.0% | -34.6% | +38.6% | +10.9% |
| 5Y | -12.2% | -39.4% | +27.2% | -5.4% |
| 10Y | +38.7% | -34.2% | +72.9% | +41.2% |
| All | +38.7% | -38.9% | +77.6% | +41.2% |
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