+1,740.6%
VRT vs CTSH
-2.6%
+1,743.2%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.7% | +6.2% | +4.2% |
| 7D | -21.4% | -0.6% | -20.8% | -21.4% |
| 30D | -25.8% | +13.4% | -39.2% | -29.5% |
| 3M | -33.5% | +14.4% | -48.0% | -37.6% |
| 6M | -49.0% | +27.7% | -76.7% | -55.6% |
| YTD | +12.9% | -20.6% | +33.6% | +20.6% |
| 1Y | 0.0% | -9.1% | +9.1% | -1.1% |
| 3Y | +361.8% | +3.1% | +358.7% | +319.5% |
| 5Y | +565.1% | -11.8% | +576.9% | +556.1% |
| All | +1,740.6% | -2.6% | +1,743.2% | +1,391.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling