-12.1%
CTSH vs VO
+32.6%
-44.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.1% | -2.6% | -2.6% |
| 7D | -0.6% | -2.6% | +2.0% | +1.5% |
| 30D | +13.4% | -0.9% | +14.4% | +14.1% |
| 3M | +14.4% | -3.0% | +17.4% | +17.2% |
| 6M | +27.7% | +2.2% | +25.5% | +24.3% |
| YTD | -20.6% | +10.6% | -31.2% | -28.3% |
| 1Y | -9.1% | +12.5% | -21.6% | -19.2% |
| 3Y | +3.1% | +61.4% | -58.3% | -34.3% |
| All | -12.1% | +32.6% | -44.7% | -32.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling