+0.5%
CTSH vs VSXY
+37.4%
-36.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +2.6% | -6.2% | -3.8% |
| 7D | -2.7% | -14.0% | +11.3% | -1.5% |
| 30D | +12.4% | -15.9% | +28.3% | +14.0% |
| 3M | +17.4% | +3.4% | +14.0% | +16.5% |
| 6M | -3.1% | +25.9% | -29.0% | -7.1% |
| YTD | -23.6% | +39.5% | -63.1% | -27.8% |
| 1Y | -10.8% | +194.4% | -205.2% | -23.4% |
| 3Y | -8.3% | +281.4% | -289.7% | -28.7% |
| 5Y | -11.3% | +12.8% | -24.1% | -21.2% |
| All | +0.5% | +37.4% | -36.9% | -11.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling