+35,575.5%
CTSH vs VFC
+259.2%
+35,316.3%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.1% | -2.9% | -2.8% |
| 7D | -0.6% | +11.2% | -11.8% | -4.5% |
| 30D | +13.4% | +41.5% | -28.1% | -0.3% |
| 3M | +14.4% | +38.9% | -24.5% | +1.0% |
| 6M | +27.7% | +6.1% | +21.6% | +21.7% |
| YTD | -20.6% | +14.5% | -35.2% | -27.4% |
| 1Y | -9.1% | +46.0% | -55.1% | -24.4% |
| 3Y | +3.1% | +36.4% | -33.3% | -27.1% |
| 5Y | -11.8% | -67.5% | +55.8% | +11.7% |
| 10Y | +42.7% | -45.8% | +88.6% | +27.0% |
| All | +35,575.5% | +259.2% | +35,316.3% | +10,115.5% |
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