+73.3%
VZ vs CTSH
+35.4%
+37.9%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.1% | +0.9% | +0.1% |
| 7D | +0.9% | -4.2% | +5.1% | +1.7% |
| 30D | +6.9% | +3.9% | +3.0% | +6.1% |
| 3M | +0.6% | +10.2% | -9.6% | -1.3% |
| 6M | +0.3% | +35.3% | -35.0% | -5.6% |
| YTD | +21.9% | -21.8% | +43.7% | +25.8% |
| 1Y | +21.7% | -12.1% | +33.8% | +22.6% |
| 3Y | +58.5% | +2.0% | +56.5% | +53.1% |
| 5Y | +22.4% | -15.3% | +37.7% | +21.1% |
| All | +73.3% | +35.4% | +37.9% | +50.4% |
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