-7.6%
CTSH vs VMC
+3.7%
-11.3%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +4.6% | -1.5% | +2.5% |
| 7D | -0.9% | +12.3% | -13.2% | -2.1% |
| 30D | +13.1% | +21.2% | -8.1% | +10.6% |
| 3M | +17.9% | +4.6% | +13.3% | +16.5% |
| 6M | +28.5% | +3.9% | +24.6% | +26.8% |
| YTD | -19.3% | +5.0% | -24.3% | -21.3% |
| 1Y | -7.6% | +2.6% | -10.2% | -9.2% |
| All | -7.6% | +3.7% | -11.3% | -9.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 VMC 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