+71.6%
VZ vs CTSH
+37.5%
+34.1%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.9% | +1.5% | +0.8% |
| 7D | +0.9% | -2.1% | +3.0% | +1.3% |
| 30D | +8.9% | +8.0% | +1.0% | +7.4% |
| 3M | +0.1% | +10.6% | -10.5% | -1.9% |
| 6M | +1.9% | +32.5% | -30.6% | -3.7% |
| YTD | +22.0% | -21.0% | +43.0% | +25.7% |
| 1Y | +22.1% | -9.9% | +32.0% | +22.4% |
| 3Y | +58.7% | +3.1% | +55.5% | +53.0% |
| 5Y | +22.3% | -13.4% | +35.7% | +20.5% |
| 10Y | +71.6% | +37.1% | +34.5% | +48.6% |
| All | +71.6% | +37.5% | +34.1% | +48.6% |
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 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