-7.7%
CTSH vs VMC
+25.7%
-33.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.9% | -4.5% | -3.8% |
| 7D | -2.7% | -4.3% | +1.6% | -1.6% |
| 30D | +12.4% | -8.2% | +20.6% | +14.7% |
| 3M | +17.4% | -7.0% | +24.4% | +19.0% |
| 6M | -3.1% | -10.8% | +7.7% | -0.8% |
| YTD | -23.6% | -7.4% | -16.2% | -23.3% |
| 1Y | -10.8% | -9.5% | -1.3% | -9.9% |
| All | -7.7% | +25.7% | -33.4% | -17.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling