+22.0%
CTSH vs VT
+224.5%
-202.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | 0.0% | -3.6% | -3.6% |
| 7D | -2.7% | +0.4% | -3.1% | -3.1% |
| 30D | +12.4% | +1.0% | +11.4% | +11.3% |
| 3M | +17.4% | +2.4% | +15.0% | +13.5% |
| 6M | -3.1% | +12.0% | -15.1% | -15.5% |
| YTD | -23.6% | +15.3% | -38.9% | -35.4% |
| 1Y | -10.8% | +22.6% | -33.4% | -29.6% |
| 3Y | -8.3% | +74.7% | -83.0% | -51.2% |
| 5Y | -11.3% | +66.1% | -77.5% | -49.8% |
| All | +22.0% | +224.5% | -202.5% | -66.1% |
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