-17.1%
CTSH vs VEU
+56.2%
-73.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.8% | -2.1% | -2.3% |
| 7D | -8.2% | +0.3% | -8.5% | -8.4% |
| 30D | +0.4% | +0.7% | -0.3% | -0.1% |
| 3M | +10.6% | +4.7% | +5.9% | +6.0% |
| 6M | -8.8% | +11.6% | -20.5% | -17.9% |
| YTD | -28.6% | +16.8% | -45.4% | -38.6% |
| 1Y | -15.9% | +24.9% | -40.8% | -32.1% |
| 3Y | -13.9% | +75.7% | -89.6% | -50.0% |
| 5Y | -17.1% | +56.1% | -73.2% | -45.8% |
| All | -17.1% | +56.2% | -73.3% | -45.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling