+34,958.1%
CTSH vs VMC
+1,060.8%
+33,897.3%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -24.3% |
| 1Y | -11.2% | +1.7% | -12.8% | -13.6% |
| 3Y | +3.9% | +41.7% | -37.9% | -13.0% |
| 5Y | -13.9% | +46.6% | -60.6% | -29.6% |
| 10Y | +37.8% | +140.3% | -102.5% | -15.1% |
| All | +34,958.1% | +1,060.8% | +33,897.3% | +8,839.0% |
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