+322.5%
VOO vs CTSH
+18.6%
+303.9%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.9% | +2.4% | +0.6% |
| 7D | -0.4% | -8.2% | +7.8% | +2.7% |
| 30D | -1.4% | +0.4% | -1.8% | -1.8% |
| 3M | +3.7% | +10.6% | -6.9% | -1.6% |
| 6M | +13.0% | -8.8% | +21.8% | +15.1% |
| YTD | +12.4% | -28.6% | +41.0% | +25.8% |
| 1Y | +18.6% | -15.9% | +34.5% | +23.0% |
| 3Y | +78.1% | -13.9% | +91.9% | +80.2% |
| 5Y | +82.3% | -17.1% | +99.4% | +84.0% |
| 10Y | +322.5% | +21.0% | +301.5% | +266.9% |
| All | +322.5% | +18.6% | +303.9% | +266.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CTSH.
Daily Out/Under-Performance
Portfolio return minus CTSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTSH 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 CTSH 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