+1,164.9%
VST vs CTSH
+34.5%
+1,130.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.5% | -1.0% |
| 7D | +6.6% | -2.1% | +8.7% | +7.1% |
| 30D | -12.4% | +1.4% | -13.8% | -13.5% |
| 3M | -9.0% | +7.5% | -16.5% | -12.2% |
| 6M | -6.4% | +39.6% | -46.0% | -18.6% |
| YTD | -17.2% | -22.3% | +5.1% | -12.1% |
| 1Y | -22.0% | -12.0% | -10.1% | -21.4% |
| 3Y | +296.7% | +1.8% | +294.9% | +273.7% |
| 5Y | +637.6% | -15.8% | +653.4% | +630.1% |
| All | +1,164.9% | +34.5% | +1,130.3% | +916.0% |
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