-17.1%
CTSH vs VIVK
-100.0%
+82.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -6.3% | +3.5% | -2.8% |
| 7D | -8.2% | -7.9% | -0.3% | -8.1% |
| 30D | +0.4% | -42.0% | +42.4% | +1.0% |
| 3M | +10.6% | -92.5% | +103.1% | +13.1% |
| 6M | -8.8% | -98.0% | +89.2% | -5.9% |
| YTD | -28.6% | -97.9% | +69.3% | -26.6% |
| 1Y | -15.9% | -100.0% | +84.0% | -11.6% |
| 3Y | -13.9% | -100.0% | +86.1% | -10.7% |
| 5Y | -17.1% | -100.0% | +82.9% | -14.3% |
| All | -17.1% | -100.0% | +82.9% | -14.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling