+78.9%
INFY vs CAG
-36.2%
+115.0%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.7% | +2.1% | +1.6% |
| 7D | -5.4% | -5.7% | +0.3% | -4.6% |
| 30D | -9.9% | -2.4% | -7.4% | -9.6% |
| 3M | -4.6% | +9.8% | -14.4% | -5.7% |
| 6M | -18.5% | -10.8% | -7.6% | -17.5% |
| YTD | -36.5% | -10.8% | -25.7% | -36.0% |
| 1Y | -32.8% | -19.0% | -13.8% | -31.5% |
| 3Y | -32.2% | -39.7% | +7.5% | -28.8% |
| 5Y | -44.7% | -43.0% | -1.7% | -41.9% |
| All | +78.9% | -36.2% | +115.0% | +83.2% |
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