+34,247.0%
CTSH vs CAG
+70.6%
+34,176.4%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.9% | -2.7% | -3.4% |
| 7D | -2.7% | -3.8% | +1.1% | -1.7% |
| 30D | +12.4% | +3.1% | +9.2% | +11.4% |
| 3M | +17.4% | +23.5% | -6.1% | +11.0% |
| 6M | -3.1% | -14.8% | +11.8% | +0.6% |
| YTD | -23.6% | -5.4% | -18.1% | -23.2% |
| 1Y | -10.8% | -11.8% | +1.0% | -8.9% |
| 3Y | -8.3% | -36.7% | +28.4% | +0.9% |
| 5Y | -11.3% | -40.3% | +28.9% | -1.7% |
| 10Y | +22.6% | -37.0% | +59.6% | +27.4% |
| All | +34,247.0% | +70.6% | +34,176.4% | +24,699.7% |
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