+22.2%
CTSH vs VRSK
+126.1%
-103.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.2% | +2.7% | +2.8% |
| 7D | -3.7% | -5.2% | +1.5% | -0.9% |
| 30D | +3.7% | -2.3% | +6.0% | +5.0% |
| 3M | +17.9% | -2.9% | +20.8% | +20.0% |
| 6M | -2.6% | -12.8% | +10.2% | +4.4% |
| YTD | -26.4% | -20.8% | -5.6% | -17.2% |
| 1Y | -13.0% | -33.2% | +20.2% | +6.3% |
| 3Y | -11.2% | -26.6% | +15.4% | +0.3% |
| 5Y | -14.3% | -11.3% | -3.0% | -15.5% |
| All | +22.2% | +126.1% | -103.9% | -27.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSK.
Daily Out/Under-Performance
Portfolio return minus VRSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSK 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 VRSK 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