+34.8%
CTSH vs VO
+197.6%
-162.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.7% | -0.7% |
| 7D | -2.1% | +3.1% | -5.2% | -5.1% |
| 30D | +1.4% | +2.2% | -0.8% | -1.1% |
| 3M | +7.5% | -2.5% | +9.9% | +9.7% |
| 6M | +39.6% | +7.0% | +32.6% | +29.5% |
| YTD | -22.3% | +14.0% | -36.3% | -32.5% |
| 1Y | -12.0% | +15.6% | -27.6% | -24.5% |
| 3Y | +1.8% | +66.2% | -64.4% | -39.4% |
| 5Y | -15.8% | +36.6% | -52.5% | -39.0% |
| All | +34.8% | +197.6% | -162.8% | -54.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 10y: compounded portfolio wealth divided by compounded VO 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…
10y analysis · Full analysis span regression · 6 months rolling