+654.5%
VST vs CTSH
-13.5%
+668.1%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -1.7% | +9.0% | +7.5% |
| 7D | -0.5% | -2.3% | +1.8% | -0.4% |
| 30D | -17.1% | +7.4% | -24.5% | -18.2% |
| 3M | -4.6% | +10.9% | -15.5% | -6.7% |
| 6M | -9.1% | +24.7% | -33.7% | -13.2% |
| YTD | -16.6% | -22.0% | +5.4% | -9.4% |
| 1Y | -29.5% | -11.2% | -18.3% | -26.9% |
| 3Y | +297.5% | +3.9% | +293.7% | +289.7% |
| 5Y | +654.5% | -13.9% | +668.5% | +661.6% |
| All | +654.5% | -13.5% | +668.1% | +661.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling