+833.4%
CTSH vs VNQ
+392.1%
+441.3%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.1% | -3.7% | -3.8% |
| 7D | -5.5% | -0.4% | -5.1% | -5.2% |
| 30D | +4.5% | -2.5% | +7.1% | +6.2% |
| 3M | +13.7% | +1.4% | +12.4% | +12.9% |
| 6M | -8.4% | +4.6% | -13.0% | -11.1% |
| YTD | -26.5% | +10.5% | -37.0% | -31.1% |
| 1Y | -13.9% | +8.4% | -22.3% | -18.4% |
| 3Y | -11.3% | +32.4% | -43.8% | -26.5% |
| 5Y | -14.8% | +5.5% | -20.3% | -18.9% |
| 10Y | +22.5% | +59.1% | -36.6% | -10.2% |
| All | +833.4% | +392.1% | +441.3% | +233.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling