+18.7%
CTSH vs VIG
+247.5%
-228.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.7% |
| 7D | -9.8% | -2.2% | -7.6% | -7.4% |
| 30D | +0.1% | -3.2% | +3.3% | +4.0% |
| 3M | +13.2% | +3.0% | +10.2% | +9.3% |
| 6M | -6.2% | +8.1% | -14.3% | -14.7% |
| YTD | -28.5% | +9.1% | -37.5% | -35.5% |
| 1Y | -13.8% | +12.6% | -26.3% | -25.0% |
| 3Y | -13.7% | +55.4% | -69.1% | -48.4% |
| 5Y | -16.7% | +62.8% | -79.5% | -52.4% |
| All | +18.7% | +247.5% | -228.8% | -68.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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