-14.4%
CTSH vs VRSK
-11.8%
-2.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.2% | +2.7% | +2.8% |
| 7D | -3.7% | -5.2% | +1.5% | -1.3% |
| 30D | +3.7% | -2.3% | +6.0% | +4.9% |
| 3M | +17.9% | -2.9% | +20.8% | +19.9% |
| 6M | -2.6% | -12.8% | +10.2% | +3.0% |
| YTD | -26.4% | -20.8% | -5.6% | -19.0% |
| 1Y | -13.0% | -33.2% | +20.2% | +2.6% |
| 3Y | -11.2% | -26.6% | +15.4% | -1.7% |
| All | -14.4% | -11.8% | -2.7% | -17.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling