+22.2%
CTSH vs VYM
+209.2%
-187.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.7% | +2.2% | +2.2% |
| 7D | -3.7% | -0.8% | -2.9% | -2.8% |
| 30D | +3.7% | -2.2% | +5.9% | +6.3% |
| 3M | +17.9% | +3.1% | +14.9% | +14.1% |
| 6M | -2.6% | +9.7% | -12.4% | -12.4% |
| YTD | -26.4% | +14.9% | -41.3% | -37.1% |
| 1Y | -13.0% | +17.6% | -30.6% | -27.4% |
| 3Y | -11.2% | +65.3% | -76.5% | -49.1% |
| 5Y | -14.3% | +78.7% | -93.0% | -54.5% |
| All | +22.2% | +209.2% | -187.0% | -62.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 VYM 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