-13.8%
CTSH vs VIVK
-100.0%
+86.2%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.4% | -2.2% | +0.2% |
| 7D | -9.8% | -9.5% | -0.3% | -9.6% |
| 30D | +0.1% | -35.1% | +35.2% | +0.8% |
| 3M | +13.2% | -93.4% | +106.6% | +16.7% |
| 6M | -6.2% | -98.0% | +91.8% | -2.3% |
| YTD | -28.5% | -97.9% | +69.4% | -25.5% |
| 1Y | -13.8% | -100.0% | +86.2% | -9.0% |
| All | -13.8% | -100.0% | +86.2% | -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