-16.7%
CTSH vs VTV
+78.5%
-95.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +1.0% |
| 7D | -9.8% | -2.1% | -7.7% | -7.7% |
| 30D | +0.1% | -1.3% | +1.4% | +1.6% |
| 3M | +13.2% | +5.6% | +7.6% | +6.3% |
| 6M | -6.2% | +12.4% | -18.6% | -18.2% |
| YTD | -28.5% | +17.6% | -46.1% | -40.9% |
| 1Y | -13.8% | +23.5% | -37.3% | -32.6% |
| 3Y | -13.7% | +67.0% | -80.7% | -52.6% |
| 5Y | -16.7% | +80.5% | -97.2% | -57.3% |
| All | -16.7% | +78.5% | -95.2% | -57.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling