+243.0%
CTSH vs VYM
+490.3%
-247.2%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.4% | -3.4% | -3.3% |
| 7D | -5.5% | +0.1% | -5.6% | -5.6% |
| 30D | +4.5% | -1.3% | +5.8% | +6.1% |
| 3M | +13.7% | +4.1% | +9.7% | +8.4% |
| 6M | -8.4% | +9.8% | -18.2% | -18.4% |
| YTD | -26.5% | +15.3% | -41.8% | -38.3% |
| 1Y | -13.9% | +20.0% | -33.9% | -31.0% |
| 3Y | -11.3% | +66.2% | -77.6% | -51.9% |
| 5Y | -14.8% | +77.5% | -92.4% | -57.0% |
| 10Y | +22.5% | +201.7% | -179.2% | -67.8% |
| All | +243.0% | +490.3% | -247.2% | -57.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling