+34,247.0%
CTSH vs VMC
+951.3%
+33,295.7%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.9% | -4.5% | -4.0% |
| 7D | -2.7% | -4.3% | +1.6% | -1.1% |
| 30D | +12.4% | -8.2% | +20.6% | +16.1% |
| 3M | +17.4% | -7.0% | +24.4% | +20.0% |
| 6M | -3.1% | -10.8% | +7.7% | +0.2% |
| YTD | -23.6% | -7.4% | -16.2% | -22.6% |
| 1Y | -10.8% | -9.5% | -1.3% | -9.0% |
| 3Y | -8.3% | +20.5% | -28.8% | -18.0% |
| 5Y | -11.3% | +51.6% | -62.9% | -28.4% |
| 10Y | +22.6% | +150.0% | -127.4% | -26.1% |
| All | +34,247.0% | +951.3% | +33,295.7% | +9,032.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling