+35.8%
CTSH vs VT
+215.5%
-179.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.2% | -3.0% | -3.0% |
| 7D | -0.6% | -2.3% | +1.7% | +1.6% |
| 30D | +13.4% | -5.0% | +18.4% | +18.8% |
| 3M | +14.4% | -4.9% | +19.3% | +19.6% |
| 6M | +27.7% | -1.5% | +29.3% | +27.3% |
| YTD | -20.6% | +8.5% | -29.1% | -29.1% |
| 1Y | -9.1% | +11.4% | -20.5% | -21.2% |
| 3Y | +3.1% | +70.1% | -67.0% | -44.3% |
| 5Y | -11.8% | +53.7% | -65.5% | -46.4% |
| All | +35.8% | +215.5% | -179.8% | -60.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 10y: compounded portfolio wealth divided by compounded VT 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…
10y analysis · Full analysis span regression · 6 months rolling