+37.8%
CTSH vs VO
+206.8%
-169.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.7% | -4.5% | -4.4% |
| 7D | -2.3% | -0.1% | -2.2% | -2.4% |
| 30D | +7.4% | +0.5% | +6.9% | +6.5% |
| 3M | +10.9% | -1.0% | +11.9% | +11.6% |
| 6M | +24.7% | +6.4% | +18.2% | +16.3% |
| YTD | -22.0% | +13.6% | -35.6% | -31.9% |
| 1Y | -11.2% | +14.5% | -25.6% | -23.1% |
| 3Y | +3.9% | +67.2% | -63.4% | -38.5% |
| 5Y | -13.9% | +36.1% | -50.0% | -37.4% |
| 10Y | +37.8% | +199.3% | -161.5% | -52.9% |
| All | +37.8% | +206.8% | -169.0% | -52.9% |
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