-10.9%
CTSH vs VSAT
+51.9%
-62.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +5.0% | -8.6% | -3.9% |
| 7D | -2.7% | +11.8% | -14.5% | -3.3% |
| 30D | +12.4% | -7.0% | +19.4% | +12.7% |
| 3M | +17.4% | +3.3% | +14.1% | +16.2% |
| 6M | -3.1% | +57.4% | -60.5% | -7.4% |
| YTD | -23.6% | +118.6% | -142.1% | -29.1% |
| 1Y | -10.8% | +150.2% | -161.1% | -18.5% |
| 3Y | -8.3% | +160.7% | -169.0% | -19.9% |
| All | -10.9% | +51.9% | -62.8% | -24.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VSAT.
Daily Out/Under-Performance
Portfolio return minus VSAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSAT 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 VSAT 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