+1,216.9%
VST vs CTSH
+42.1%
+1,174.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -3.6% | +7.1% | +4.5% |
| 7D | +8.9% | -2.7% | +11.6% | +9.7% |
| 30D | +6.2% | +12.4% | -6.2% | +2.5% |
| 3M | -2.7% | +17.4% | -20.1% | -8.4% |
| 6M | -8.4% | -3.1% | -5.3% | -8.6% |
| YTD | -7.2% | -23.6% | +16.4% | +0.2% |
| 1Y | -20.9% | -10.8% | -10.1% | -20.0% |
| 3Y | +384.0% | -8.3% | +392.3% | +380.3% |
| 5Y | +757.1% | -11.3% | +768.4% | +738.9% |
| All | +1,216.9% | +42.1% | +1,174.8% | +982.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling