+65.5%
VZ vs CTSH
+37.6%
+27.9%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.7% | +1.8% | -0.5% |
| 7D | +2.1% | -0.6% | +2.7% | +2.2% |
| 30D | +1.4% | +13.4% | -12.0% | -0.9% |
| 3M | -1.3% | +14.4% | -15.7% | -3.8% |
| 6M | -0.5% | +27.7% | -28.2% | -5.4% |
| YTD | +19.6% | -20.6% | +40.3% | +23.1% |
| 1Y | +22.4% | -9.1% | +31.5% | +22.5% |
| 3Y | +55.9% | +3.1% | +52.8% | +50.4% |
| 5Y | +20.4% | -11.8% | +32.2% | +18.2% |
| All | +65.5% | +37.6% | +27.9% | +44.7% |
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