+34,958.1%
CTSH vs VFC
+268.6%
+34,689.5%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.6% | -4.3% | -2.7% |
| 7D | -2.3% | +7.7% | -10.0% | -5.0% |
| 30D | +7.4% | +39.2% | -31.8% | -5.0% |
| 3M | +10.9% | +40.3% | -29.3% | -2.5% |
| 6M | +24.7% | +11.4% | +13.3% | +16.7% |
| YTD | -22.0% | +17.5% | -39.5% | -29.3% |
| 1Y | -11.2% | +45.9% | -57.0% | -26.0% |
| 3Y | +3.9% | +47.3% | -43.5% | -28.9% |
| 5Y | -13.9% | -67.2% | +53.3% | +8.7% |
| 10Y | +37.8% | -46.1% | +83.9% | +23.3% |
| All | +34,958.1% | +268.6% | +34,689.5% | +9,843.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 VFC 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