+220.8%
CTSH vs VCLT
+103.4%
+117.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.1% | -3.7% | -3.6% |
| 7D | -2.7% | -0.5% | -2.2% | -2.6% |
| 30D | +12.4% | -0.9% | +13.2% | +12.5% |
| 3M | +17.4% | -3.2% | +20.6% | +17.9% |
| 6M | -3.1% | -3.8% | +0.7% | -2.5% |
| YTD | -23.6% | -2.0% | -21.6% | -23.4% |
| 1Y | -10.8% | -0.8% | -10.0% | -10.8% |
| 3Y | -8.3% | +12.3% | -20.6% | -9.8% |
| 5Y | -11.3% | -15.4% | +4.1% | -13.3% |
| 10Y | +22.6% | +15.7% | +6.9% | +28.7% |
| All | +220.8% | +103.4% | +117.4% | +376.7% |
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