+3.1%
CTSH vs VLTO
+69.5%
-66.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.5% | -3.2% | -3.0% |
| 7D | -0.6% | +5.4% | -6.0% | -3.4% |
| 30D | +13.4% | +22.3% | -8.9% | +2.0% |
| 3M | +14.4% | +19.6% | -5.2% | +4.1% |
| 6M | +27.7% | +35.2% | -7.4% | +10.0% |
| YTD | -20.6% | +17.9% | -38.5% | -27.3% |
| 1Y | -9.1% | +19.5% | -28.6% | -17.4% |
| 3Y | +3.1% | +73.9% | -70.8% | -10.2% |
| All | +3.1% | +69.5% | -66.4% | -10.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 3y: compounded portfolio wealth divided by compounded VLTO 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…
3y analysis · Full analysis span regression · 6 months rolling