-7.6%
CTSH vs VIVK
-100.0%
+92.4%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -27.5% | +30.5% | +3.3% |
| 7D | -0.9% | -68.7% | +67.8% | +0.1% |
| 30D | +13.1% | -90.0% | +103.1% | +15.4% |
| 3M | +17.9% | -98.1% | +115.9% | +23.5% |
| 6M | +28.5% | -99.9% | +128.4% | +40.5% |
| YTD | -19.3% | -99.9% | +80.6% | -12.1% |
| 1Y | -7.6% | -100.0% | +92.4% | +9.0% |
| All | -7.6% | -100.0% | +92.4% | +9.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VIVK.
Daily Out/Under-Performance
Portfolio return minus VIVK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIVK 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 1y: compounded portfolio wealth divided by compounded VIVK 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…
1y analysis · Full analysis span regression · 6 months rolling