-13.9%
CTSH vs VMC
+43.6%
-57.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.6% | -4.3% | -2.7% |
| 7D | -2.3% | +0.3% | -2.6% | -2.5% |
| 30D | +7.4% | +18.6% | -11.1% | +0.2% |
| 3M | +10.9% | +2.0% | +8.9% | +9.6% |
| 6M | +24.7% | +2.6% | +22.1% | +22.1% |
| YTD | -22.0% | +2.3% | -24.2% | -24.6% |
| 1Y | -11.2% | +1.7% | -12.8% | -13.9% |
| 3Y | +3.9% | +41.7% | -37.9% | -17.3% |
| 5Y | -13.9% | +46.6% | -60.6% | -33.5% |
| All | -13.9% | +43.6% | -57.5% | -33.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling