+34,958.1%
CTSH vs CAG
+70.4%
+34,887.7%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.3% | -2.1% | -1.8% |
| 7D | -2.3% | +4.6% | -6.9% | -3.4% |
| 30D | +7.4% | +14.7% | -7.2% | +3.6% |
| 3M | +10.9% | +2.4% | +8.6% | +10.1% |
| 6M | +24.7% | +10.7% | +13.9% | +21.1% |
| YTD | -22.0% | -5.5% | -16.5% | -21.7% |
| 1Y | -11.2% | -4.6% | -6.6% | -11.0% |
| 3Y | +3.9% | -34.4% | +38.3% | +13.3% |
| 5Y | -13.9% | -39.2% | +25.2% | -5.1% |
| 10Y | +37.8% | -39.0% | +76.7% | +44.6% |
| All | +34,958.1% | +70.4% | +34,887.7% | +25,190.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling