-16.7%
CTSH vs VNQ
+5.5%
-22.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.1% | +0.8% |
| 7D | -9.8% | -2.6% | -7.1% | -8.1% |
| 30D | +0.1% | -2.3% | +2.5% | +1.8% |
| 3M | +13.2% | -2.8% | +16.0% | +15.7% |
| 6M | -6.2% | +2.5% | -8.7% | -7.9% |
| YTD | -28.5% | +8.4% | -36.9% | -32.5% |
| 1Y | -13.8% | +6.8% | -20.5% | -17.9% |
| 3Y | -13.7% | +29.9% | -43.6% | -29.1% |
| 5Y | -16.7% | +7.2% | -23.9% | -19.6% |
| All | -16.7% | +5.5% | -22.2% | -19.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VNQ.
Daily Out/Under-Performance
Portfolio return minus VNQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VNQ 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 VNQ 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