+18.5%
CTSH vs VCLT
+18.4%
+0.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.2% | -2.7% | -2.8% |
| 7D | -8.2% | 0.0% | -8.2% | -8.2% |
| 30D | +0.4% | +0.1% | +0.3% | +0.4% |
| 3M | +10.6% | -2.9% | +13.5% | +11.8% |
| 6M | -8.8% | -4.0% | -4.9% | -7.3% |
| YTD | -28.6% | -2.2% | -26.4% | -28.0% |
| 1Y | -15.9% | -2.6% | -13.3% | -15.1% |
| 3Y | -13.9% | +12.3% | -26.2% | -18.3% |
| 5Y | -17.1% | -16.4% | -0.7% | -13.5% |
| All | +18.5% | +18.4% | +0.1% | +12.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 VCLT 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