-11.3%
CTSH vs VEU
+77.0%
-88.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.4% | -3.4% | -3.7% |
| 7D | -5.5% | +1.7% | -7.1% | -6.1% |
| 30D | +4.5% | +1.0% | +3.5% | +4.1% |
| 3M | +13.7% | +5.6% | +8.1% | +10.2% |
| 6M | -8.4% | +13.7% | -22.1% | -16.0% |
| YTD | -26.5% | +17.7% | -44.2% | -34.8% |
| 1Y | -13.9% | +25.8% | -39.7% | -27.8% |
| 3Y | -11.3% | +77.1% | -88.4% | -43.6% |
| All | -11.3% | +77.0% | -88.3% | -43.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VEU.
Daily Out/Under-Performance
Portfolio return minus VEU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEU 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 3y: compounded portfolio wealth divided by compounded VEU 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…
3y analysis · Full analysis span regression · 6 months rolling