+34.8%
CTSH vs VIAV
+291.8%
-257.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -5.6% | +4.9% | 0.0% |
| 7D | -2.1% | +7.9% | -10.0% | -3.3% |
| 30D | +1.4% | -20.3% | +21.7% | +3.5% |
| 3M | +7.5% | -28.5% | +36.0% | +10.2% |
| 6M | +39.6% | -42.7% | +82.3% | +46.1% |
| YTD | -22.3% | +72.4% | -94.7% | -42.2% |
| 1Y | -12.0% | +81.5% | -93.4% | -35.7% |
| 3Y | +1.8% | +293.8% | -292.0% | -45.8% |
| 5Y | -15.8% | +101.4% | -117.3% | -43.9% |
| All | +34.8% | +291.8% | -257.0% | -22.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VIAV.
Daily Out/Under-Performance
Portfolio return minus VIAV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIAV 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 10y: compounded portfolio wealth divided by compounded VIAV 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…
10y analysis · Full analysis span regression · 6 months rolling