-13.0%
CTSH vs VSXY
+184.3%
-197.3%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +3.1% | -0.2% | +2.9% |
| 7D | -3.7% | +0.1% | -3.8% | -3.7% |
| 30D | +3.7% | -18.7% | +22.4% | +3.9% |
| 3M | +17.9% | -4.0% | +21.9% | +18.0% |
| 6M | -2.6% | +67.5% | -70.1% | -5.8% |
| YTD | -26.4% | +39.7% | -66.1% | -27.4% |
| 1Y | -13.0% | +180.0% | -193.0% | -22.6% |
| All | -13.0% | +184.3% | -197.3% | -22.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 1y: compounded portfolio wealth divided by compounded VSXY 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…
1y analysis · Full analysis span regression · 6 months rolling