+231.7%
CTSH vs VCLT
+102.1%
+129.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.1% | -0.9% |
| 7D | -2.1% | -0.6% | -1.5% | -2.0% |
| 30D | +8.0% | +2.8% | +5.2% | +7.5% |
| 3M | +10.6% | -0.4% | +11.0% | +10.7% |
| 6M | +32.5% | -3.1% | +35.6% | +33.1% |
| YTD | -21.0% | -2.7% | -18.3% | -20.7% |
| 1Y | -9.9% | -3.7% | -6.2% | -9.4% |
| 3Y | +3.1% | +15.6% | -12.4% | +1.2% |
| 5Y | -13.4% | -15.8% | +2.4% | -15.3% |
| 10Y | +37.1% | +23.0% | +14.1% | +49.4% |
| All | +231.7% | +102.1% | +129.7% | +393.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling