+24.6%
CTSH vs VMC
+155.1%
-130.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.6% | -2.2% | -3.3% |
| 7D | -5.5% | -0.5% | -4.9% | -5.3% |
| 30D | +4.5% | -9.1% | +13.6% | +7.7% |
| 3M | +13.7% | -4.1% | +17.9% | +14.7% |
| 6M | -8.4% | -5.5% | -2.9% | -7.5% |
| YTD | -26.5% | -8.9% | -17.6% | -25.4% |
| 1Y | -13.9% | -12.9% | -1.0% | -11.3% |
| 3Y | -11.3% | +22.1% | -33.5% | -19.6% |
| 5Y | -14.8% | +52.7% | -67.6% | -28.8% |
| All | +24.6% | +155.1% | -130.5% | -13.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling