-16.9%
CTSH vs VEA
+59.9%
-76.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VEA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.9% | -2.0% | -2.3% |
| 7D | -8.2% | +0.3% | -8.5% | -8.4% |
| 30D | +0.4% | +0.4% | 0.0% | +0.1% |
| 3M | +10.6% | +4.8% | +5.8% | +5.9% |
| 6M | -8.8% | +11.3% | -20.1% | -17.5% |
| YTD | -28.6% | +17.4% | -46.0% | -38.7% |
| 1Y | -15.9% | +26.2% | -42.1% | -32.4% |
| 3Y | -13.9% | +77.7% | -91.6% | -50.0% |
| All | -16.9% | +59.9% | -76.7% | -46.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VEA.
Daily Out/Under-Performance
Portfolio return minus VEA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEA 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 VEA 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