+214.5%
CTSH vs VEU
+192.1%
+22.3%
-69.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.5% | -4.1% | -4.1% |
| 7D | -2.7% | +1.1% | -3.8% | -3.7% |
| 30D | +12.4% | +2.2% | +10.2% | +10.0% |
| 3M | +17.4% | +3.0% | +14.4% | +12.5% |
| 6M | -3.1% | +10.9% | -13.9% | -14.5% |
| YTD | -23.6% | +18.2% | -41.8% | -36.9% |
| 1Y | -10.8% | +28.3% | -39.1% | -32.0% |
| 3Y | -8.3% | +74.6% | -82.9% | -48.7% |
| 5Y | -11.3% | +56.4% | -67.7% | -44.7% |
| 10Y | +22.6% | +153.0% | -130.4% | -51.9% |
| All | +214.5% | +192.1% | +22.3% | +8.6% |
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 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