-13.9%
CTSH vs VTV
+67.6%
-81.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.3% | -2.5% | -2.6% |
| 7D | -8.2% | -0.7% | -7.5% | -7.6% |
| 30D | +0.4% | -0.5% | +0.9% | +0.9% |
| 3M | +10.6% | +5.3% | +5.3% | +5.0% |
| 6M | -8.8% | +12.9% | -21.7% | -19.7% |
| YTD | -28.6% | +18.5% | -47.1% | -40.4% |
| 1Y | -15.9% | +25.3% | -41.2% | -33.9% |
| All | -13.9% | +67.6% | -81.4% | -49.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VTV.
Daily Out/Under-Performance
Portfolio return minus VTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTV 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 3y: compounded portfolio wealth divided by compounded VTV 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…
3y analysis · Full analysis span regression · 6 months rolling