+957.2%
CTSH vs VO
+827.2%
+129.9%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.2% | -3.4% | -3.4% |
| 7D | -2.7% | -0.3% | -2.4% | -2.4% |
| 30D | +12.4% | -0.3% | +12.7% | +12.7% |
| 3M | +17.4% | +2.9% | +14.4% | +13.2% |
| 6M | -3.1% | +9.3% | -12.4% | -12.9% |
| YTD | -23.6% | +14.2% | -37.8% | -34.5% |
| 1Y | -10.8% | +15.3% | -26.1% | -24.3% |
| 3Y | -8.3% | +56.2% | -64.5% | -44.7% |
| 5Y | -11.3% | +42.4% | -53.8% | -41.3% |
| 10Y | +22.6% | +194.7% | -172.1% | -64.8% |
| All | +957.2% | +827.2% | +129.9% | -17.8% |
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