+998.0%
CTSH vs VO
+797.8%
+200.2%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.1% | -2.6% | -2.6% |
| 7D | -0.6% | -2.6% | +2.0% | +2.1% |
| 30D | +13.4% | -0.9% | +14.4% | +14.3% |
| 3M | +14.4% | -3.0% | +17.4% | +17.9% |
| 6M | +27.7% | +2.2% | +25.5% | +23.6% |
| YTD | -20.6% | +10.6% | -31.2% | -29.7% |
| 1Y | -9.1% | +12.5% | -21.6% | -21.1% |
| 3Y | +3.1% | +61.4% | -58.3% | -40.1% |
| 5Y | -11.8% | +33.4% | -45.2% | -37.3% |
| 10Y | +42.7% | +201.5% | -158.8% | -60.3% |
| All | +998.0% | +797.8% | +200.2% | -11.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling