+373.4%
VST vs CTSH
-8.2%
+381.6%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -3.6% | +7.1% | +3.7% |
| 7D | +8.9% | -2.7% | +11.6% | +9.0% |
| 30D | +6.2% | +12.4% | -6.2% | +5.5% |
| 3M | -2.7% | +17.4% | -20.1% | -2.2% |
| 6M | -8.4% | -3.1% | -5.3% | -3.4% |
| YTD | -7.2% | -23.6% | +16.4% | +5.1% |
| 1Y | -20.9% | -10.8% | -10.1% | -16.4% |
| All | +373.4% | -8.2% | +381.6% | +405.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling