+38.7%
CTSH vs VMC
+136.9%
-98.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.7% | +2.9% | +2.4% |
| 7D | +1.8% | +1.1% | +0.7% | +1.4% |
| 30D | +9.8% | +17.7% | -7.9% | +3.8% |
| 3M | +12.1% | +1.1% | +11.1% | +11.4% |
| 6M | +27.4% | +1.8% | +25.6% | +25.6% |
| YTD | -20.3% | +1.5% | -21.8% | -22.0% |
| 1Y | -8.8% | -1.1% | -7.7% | -10.0% |
| 3Y | +4.0% | +38.8% | -34.7% | -9.9% |
| 5Y | -12.2% | +49.6% | -61.7% | -26.8% |
| 10Y | +38.7% | +130.6% | -91.9% | -7.4% |
| All | +38.7% | +136.9% | -98.1% | -7.4% |
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