+500.1%
VST vs CTSH
-9.4%
+509.4%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +1.2% | -7.3% | -6.3% |
| 7D | -19.9% | +6.4% | -26.3% | -20.5% |
| 30D | -29.7% | +16.3% | -46.0% | -31.2% |
| 3M | -19.6% | +20.0% | -39.6% | -22.0% |
| 6M | -29.4% | +29.9% | -59.3% | -32.7% |
| YTD | -29.7% | -18.4% | -11.3% | -23.9% |
| 1Y | -40.0% | -8.9% | -31.2% | -37.6% |
| 3Y | +231.0% | +6.0% | +225.0% | +225.9% |
| 5Y | +500.1% | -9.3% | +509.3% | +502.0% |
| All | +500.1% | -9.4% | +509.4% | +502.0% |
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 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