-14.8%
CTSH vs VCLT
-15.1%
+0.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | 0.0% | -3.8% | -3.8% |
| 7D | -5.5% | +0.3% | -5.8% | -5.6% |
| 30D | +4.5% | -0.6% | +5.1% | +4.8% |
| 3M | +13.7% | -2.2% | +16.0% | +14.9% |
| 6M | -8.4% | -2.9% | -5.5% | -7.2% |
| YTD | -26.5% | -2.1% | -24.4% | -25.9% |
| 1Y | -13.9% | -2.6% | -11.3% | -13.0% |
| 3Y | -11.3% | +12.5% | -23.8% | -17.0% |
| 5Y | -14.8% | -15.3% | +0.4% | -16.6% |
| All | -14.8% | -15.1% | +0.3% | -16.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling