-14.8%
CTSH vs CAG
-40.6%
+25.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.4% | -2.4% | -3.5% |
| 7D | -5.5% | -5.3% | -0.2% | -4.4% |
| 30D | +4.5% | +1.0% | +3.5% | +4.2% |
| 3M | +13.7% | +17.4% | -3.6% | +10.0% |
| 6M | -8.4% | -16.8% | +8.4% | -5.6% |
| YTD | -26.5% | -6.8% | -19.7% | -26.3% |
| 1Y | -13.9% | -15.4% | +1.4% | -12.0% |
| 3Y | -11.3% | -37.1% | +25.8% | -4.5% |
| 5Y | -14.8% | -41.3% | +26.4% | -7.8% |
| All | -14.8% | -40.6% | +25.8% | -7.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling