+3.9%
CTSH vs VMC
+41.7%
-37.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.6% | -4.3% | -2.4% |
| 7D | -2.3% | +0.3% | -2.6% | -2.4% |
| 30D | +7.4% | +18.6% | -11.1% | +2.7% |
| 3M | +10.9% | +2.0% | +8.9% | +10.0% |
| 6M | +24.7% | +2.6% | +22.1% | +23.0% |
| YTD | -22.0% | +2.3% | -24.2% | -23.9% |
| 1Y | -11.2% | +1.7% | -12.8% | -13.2% |
| 3Y | +3.9% | +41.7% | -37.9% | -9.3% |
| All | +3.9% | +41.7% | -37.8% | -9.3% |
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