+34.8%
CTSH vs CAG
-37.3%
+72.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.2% | -1.9% | -0.9% |
| 7D | -2.1% | -3.3% | +1.2% | -1.4% |
| 30D | +1.4% | +7.7% | -6.3% | -0.1% |
| 3M | +7.5% | -3.2% | +10.6% | +8.0% |
| 6M | +39.6% | +7.0% | +32.6% | +37.4% |
| YTD | -22.3% | -9.0% | -13.3% | -21.6% |
| 1Y | -12.0% | -9.6% | -2.3% | -11.0% |
| 3Y | +1.8% | -36.0% | +37.8% | +9.1% |
| 5Y | -15.8% | -40.9% | +25.0% | -8.8% |
| All | +34.8% | -37.3% | +72.1% | +39.9% |
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