+389.0%
CTSH vs VIG
+650.0%
-261.0%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.3% | +1.9% | +1.9% |
| 7D | +1.8% | +1.0% | +0.9% | +0.2% |
| 30D | +9.8% | +4.5% | +5.3% | +3.3% |
| 3M | +12.1% | +2.1% | +10.1% | +8.8% |
| 6M | +27.4% | +10.5% | +16.9% | +11.2% |
| YTD | -20.3% | +15.1% | -35.3% | -34.2% |
| 1Y | -8.8% | +16.9% | -25.7% | -26.2% |
| 3Y | +4.0% | +65.6% | -61.5% | -46.8% |
| 5Y | -12.2% | +64.4% | -76.6% | -54.4% |
| 10Y | +38.7% | +260.6% | -221.9% | -75.4% |
| All | +389.0% | +650.0% | -261.0% | -69.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling