+1,112.0%
VST vs CTSH
+37.6%
+1,074.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | -2.7% | +13.3% | +11.2% |
| 7D | -9.8% | -0.6% | -9.2% | -9.9% |
| 30D | -25.1% | +13.4% | -38.5% | -28.3% |
| 3M | -11.6% | +14.4% | -26.0% | -16.1% |
| 6M | -20.9% | +27.7% | -48.6% | -28.8% |
| YTD | -22.3% | -20.6% | -1.7% | -17.9% |
| 1Y | -32.0% | -9.1% | -22.9% | -32.1% |
| 3Y | +262.4% | +3.1% | +259.3% | +240.9% |
| 5Y | +563.4% | -11.8% | +575.1% | +546.4% |
| All | +1,112.0% | +37.6% | +1,074.4% | +861.9% |
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