+378.5%
CTSH vs VIG
+648.1%
-269.6%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.4% | -4.2% | -4.9% |
| 7D | -2.3% | +0.4% | -2.7% | -3.1% |
| 30D | +7.4% | +4.3% | +3.2% | +1.4% |
| 3M | +10.9% | +2.0% | +8.9% | +7.6% |
| 6M | +24.7% | +10.2% | +14.5% | +9.2% |
| YTD | -22.0% | +14.8% | -36.8% | -35.4% |
| 1Y | -11.2% | +17.5% | -28.6% | -28.6% |
| 3Y | +3.9% | +67.4% | -63.5% | -47.6% |
| 5Y | -13.9% | +63.4% | -77.3% | -55.0% |
| 10Y | +37.8% | +259.9% | -222.1% | -75.5% |
| All | +378.5% | +648.1% | -269.6% | -69.6% |
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