+220.8%
CTSH vs VCIT
+98.3%
+122.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | 0.0% | -3.6% | -3.6% |
| 7D | -2.7% | -0.3% | -2.4% | -2.6% |
| 30D | +12.4% | -0.8% | +13.1% | +12.7% |
| 3M | +17.4% | -1.0% | +18.4% | +17.8% |
| 6M | -3.1% | -1.8% | -1.2% | -2.4% |
| YTD | -23.6% | -0.7% | -22.9% | -23.4% |
| 1Y | -10.8% | +1.0% | -11.8% | -11.2% |
| 3Y | -8.3% | +18.8% | -27.1% | -13.7% |
| 5Y | -11.3% | +3.5% | -14.8% | -16.6% |
| 10Y | +22.6% | +29.2% | -6.6% | +23.0% |
| All | +220.8% | +98.3% | +122.5% | +376.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling