+320.6%
CTSH vs VIVK
-100.0%
+420.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -7.5% | +6.8% | -0.7% |
| 7D | -2.1% | -57.7% | +55.5% | -2.2% |
| 30D | +1.4% | -87.3% | +88.7% | +1.3% |
| 3M | +7.5% | -98.9% | +106.4% | +7.3% |
| 6M | +39.6% | -100.0% | +139.5% | +39.2% |
| YTD | -22.3% | -100.0% | +77.7% | -22.5% |
| 1Y | -12.0% | -100.0% | +88.0% | -12.3% |
| 3Y | +1.8% | -100.0% | +101.8% | +1.4% |
| 5Y | -15.8% | -100.0% | +84.2% | -16.2% |
| 10Y | +34.8% | -100.0% | +134.8% | +35.6% |
| All | +320.6% | -100.0% | +420.6% | +349.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling