+39.6%
CTSH vs VT
+214.8%
-175.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -4.1% | +5.2% | +5.2% |
| 7D | +6.4% | -4.2% | +10.6% | +10.8% |
| 30D | +16.3% | -5.8% | +22.1% | +22.9% |
| 3M | +20.0% | -5.2% | +25.2% | +25.9% |
| 6M | +29.9% | +0.1% | +29.8% | +27.2% |
| YTD | -18.4% | +8.2% | -26.6% | -27.0% |
| 1Y | -8.9% | +10.1% | -19.0% | -20.0% |
| 3Y | +6.0% | +69.7% | -63.7% | -42.6% |
| 5Y | -9.3% | +53.4% | -62.7% | -44.7% |
| All | +39.6% | +214.8% | -175.2% | -59.7% |
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