-9.3%
CTSH vs VCIT
+3.7%
-13.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.2% | +0.9% | +0.9% |
| 7D | +6.4% | +0.5% | +6.0% | +6.0% |
| 30D | +16.3% | +2.1% | +14.2% | +14.2% |
| 3M | +20.0% | -1.6% | +21.6% | +21.7% |
| 6M | +29.9% | -1.6% | +31.5% | +31.7% |
| YTD | -18.4% | -1.5% | -16.9% | -17.3% |
| 1Y | -8.9% | -0.4% | -8.5% | -8.7% |
| 3Y | +6.0% | +19.6% | -13.6% | -10.7% |
| 5Y | -9.3% | +3.3% | -12.6% | -22.2% |
| All | -9.3% | +3.7% | -13.0% | -22.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VCIT.
Daily Out/Under-Performance
Portfolio return minus VCIT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCIT 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 VCIT 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