-10.8%
CTSH vs VIVK
-100.0%
+89.1%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -12.3% | +8.7% | -3.4% |
| 7D | -2.7% | -1.4% | -1.3% | -2.7% |
| 30D | +12.4% | -43.6% | +56.0% | +13.4% |
| 3M | +17.4% | -95.1% | +112.5% | +21.5% |
| 6M | -3.1% | -98.2% | +95.1% | +1.1% |
| YTD | -23.6% | -97.9% | +74.4% | -20.4% |
| 1Y | -10.8% | -100.0% | +89.1% | -5.4% |
| All | -10.8% | -100.0% | +89.1% | -5.4% |
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