+256.2%
CTSH vs VEA
+155.2%
+101.0%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.7% | -0.7% |
| 7D | -2.1% | +2.3% | -4.4% | -4.3% |
| 30D | +1.4% | +0.2% | +1.2% | +0.7% |
| 3M | +7.5% | -5.3% | +12.8% | +12.2% |
| 6M | +39.6% | -0.9% | +40.5% | +37.5% |
| YTD | -22.3% | +12.2% | -34.5% | -33.3% |
| 1Y | -12.0% | +16.1% | -28.0% | -26.8% |
| 3Y | +1.8% | +73.0% | -71.2% | -43.5% |
| 5Y | -15.8% | +53.7% | -69.5% | -47.5% |
| 10Y | +34.8% | +159.3% | -124.5% | -49.5% |
| All | +256.2% | +155.2% | +101.0% | +44.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling