+219.7%
CTSH vs VEU
+174.2%
+45.5%
-69.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.6% | -0.6% |
| 7D | -2.1% | +2.1% | -4.2% | -4.2% |
| 30D | +1.4% | -0.9% | +2.3% | +1.8% |
| 3M | +7.5% | -5.4% | +12.8% | +12.2% |
| 6M | +39.6% | -1.8% | +41.4% | +38.5% |
| YTD | -22.3% | +10.9% | -33.2% | -32.4% |
| 1Y | -12.0% | +13.6% | -25.5% | -25.1% |
| 3Y | +1.8% | +69.3% | -67.5% | -41.8% |
| 5Y | -15.8% | +48.1% | -63.9% | -45.1% |
| 10Y | +34.8% | +148.0% | -113.2% | -46.5% |
| All | +219.7% | +174.2% | +45.5% | +16.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling