+18.7%
CTSH vs VIVK
-100.0%
+118.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.4% | -2.2% | +0.2% |
| 7D | -9.8% | -9.5% | -0.3% | -9.8% |
| 30D | +0.1% | -35.1% | +35.2% | +0.2% |
| 3M | +13.2% | -93.4% | +106.6% | +13.8% |
| 6M | -6.2% | -98.0% | +91.8% | -5.6% |
| YTD | -28.5% | -97.9% | +69.4% | -28.0% |
| 1Y | -13.8% | -100.0% | +86.2% | -13.2% |
| 3Y | -13.7% | -100.0% | +86.3% | -13.3% |
| 5Y | -16.7% | -100.0% | +83.3% | -16.4% |
| All | +18.7% | -100.0% | +118.7% | +62.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling