+1,917.9%
VRT vs CTSH
-4.3%
+1,922.2%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | -1.7% | +11.4% | +10.1% |
| 7D | -10.6% | -2.3% | -8.3% | -10.3% |
| 30D | -17.4% | +7.4% | -24.9% | -20.2% |
| 3M | -26.4% | +10.9% | -37.3% | -30.3% |
| 6M | -41.0% | +24.7% | -65.7% | -48.2% |
| YTD | +23.8% | -22.0% | +45.8% | +32.8% |
| 1Y | +11.6% | -11.2% | +22.8% | +11.2% |
| 3Y | +403.5% | +3.9% | +399.6% | +353.1% |
| 5Y | +647.0% | -13.9% | +661.0% | +642.4% |
| All | +1,917.9% | -4.3% | +1,922.2% | +1,542.3% |
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 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