+21.5%
VZ vs CTSH
-9.4%
+30.9%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.2% | -1.3% | -0.3% |
| 7D | +5.6% | +6.4% | -0.8% | +4.8% |
| 30D | +1.9% | +16.3% | -14.4% | -0.2% |
| 3M | +0.8% | +20.0% | -19.2% | -1.7% |
| 6M | +0.6% | +29.9% | -29.3% | -3.3% |
| YTD | +20.8% | -18.4% | +39.1% | +23.2% |
| 1Y | +23.9% | -8.9% | +32.8% | +23.9% |
| 3Y | +55.7% | +6.0% | +49.7% | +49.7% |
| 5Y | +21.5% | -9.3% | +30.8% | +17.4% |
| All | +21.5% | -9.4% | +30.9% | +17.4% |
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 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