-11.3%
CTSH vs VSXY
+335.0%
-346.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +3.9% | -7.7% | -4.0% |
| 7D | -5.5% | -6.8% | +1.3% | -5.2% |
| 30D | +4.5% | -20.4% | +24.9% | +5.6% |
| 3M | +13.7% | +2.9% | +10.8% | +13.4% |
| 6M | -8.4% | +67.9% | -76.3% | -12.1% |
| YTD | -26.5% | +44.9% | -71.4% | -28.8% |
| 1Y | -13.9% | +205.9% | -219.9% | -21.5% |
| 3Y | -11.3% | +373.9% | -385.2% | -22.7% |
| All | -11.3% | +335.0% | -346.3% | -22.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling