+34,247.0%
CTSH vs VFC
+135.8%
+34,111.2%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +2.4% | -6.0% | -4.5% |
| 7D | -2.7% | -1.6% | -1.1% | -2.2% |
| 30D | +12.4% | -11.6% | +24.0% | +17.2% |
| 3M | +17.4% | -18.1% | +35.5% | +23.5% |
| 6M | -3.1% | -27.4% | +24.3% | +5.5% |
| YTD | -23.6% | -24.8% | +1.3% | -18.2% |
| 1Y | -10.8% | -8.2% | -2.6% | -12.7% |
| 3Y | -8.3% | -29.1% | +20.8% | -18.4% |
| 5Y | -11.3% | -79.2% | +67.8% | +32.1% |
| 10Y | +22.6% | -68.1% | +90.7% | +34.3% |
| All | +34,247.0% | +135.8% | +34,111.2% | +11,402.1% |
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