-13.4%
CTSH vs VCLT
-16.2%
+2.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.1% | -1.0% |
| 7D | -2.1% | -0.6% | -1.5% | -1.8% |
| 30D | +8.0% | +2.8% | +5.2% | +6.5% |
| 3M | +10.6% | -0.4% | +11.0% | +10.9% |
| 6M | +32.5% | -3.1% | +35.6% | +34.4% |
| YTD | -21.0% | -2.7% | -18.3% | -20.0% |
| 1Y | -9.9% | -3.7% | -6.2% | -8.4% |
| 3Y | +3.1% | +15.6% | -12.4% | -5.0% |
| 5Y | -13.4% | -15.8% | +2.4% | -15.5% |
| All | -13.4% | -16.2% | +2.8% | -15.5% |
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