+2,826.7%
VRT vs CTSH
-9.8%
+2,836.5%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -3.8% | +7.5% | +4.9% |
| 7D | +13.6% | -5.5% | +19.1% | +15.5% |
| 30D | +6.8% | +4.5% | +2.3% | +4.7% |
| 3M | -3.2% | +13.7% | -17.0% | -9.8% |
| 6M | +20.3% | -8.4% | +28.7% | +21.7% |
| YTD | +79.6% | -26.5% | +106.1% | +99.4% |
| 1Y | +139.0% | -13.9% | +152.9% | +141.9% |
| 3Y | +644.6% | -11.3% | +655.9% | +633.4% |
| 5Y | +1,024.4% | -14.8% | +1,039.2% | +1,033.7% |
| All | +2,826.7% | -9.8% | +2,836.5% | +2,366.3% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling