+31,981.4%
CTSH vs VTRS
+62.1%
+31,919.4%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.7% | -2.2% | -2.7% |
| 7D | -8.2% | -3.5% | -4.7% | -7.3% |
| 30D | +0.4% | +2.1% | -1.7% | -0.2% |
| 3M | +10.6% | +2.6% | +8.0% | +9.6% |
| 6M | -8.8% | +17.8% | -26.6% | -13.4% |
| YTD | -28.6% | +35.7% | -64.3% | -35.2% |
| 1Y | -15.9% | +63.5% | -79.4% | -27.9% |
| 3Y | -13.9% | +85.1% | -99.0% | -30.4% |
| 5Y | -17.1% | +42.5% | -59.6% | -29.5% |
| 10Y | +21.0% | -48.2% | +69.2% | +24.3% |
| All | +31,981.4% | +62.1% | +31,919.4% | +17,254.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VTRS.
Daily Out/Under-Performance
Portfolio return minus VTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTRS 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 VTRS 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