-16.7%
CTSH vs VG
-46.6%
+29.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +5.5% | -6.4% | -1.0% |
| 7D | -2.1% | +5.5% | -7.6% | -2.1% |
| 30D | +8.0% | -3.6% | +11.5% | +7.9% |
| 3M | +10.6% | -4.0% | +14.6% | +10.5% |
| 6M | +32.5% | +9.4% | +23.1% | +31.5% |
| YTD | -21.0% | +86.6% | -107.6% | -24.2% |
| 1Y | -9.9% | +69.5% | -79.4% | -13.3% |
| All | -16.7% | -46.6% | +29.9% | -24.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VG.
Daily Out/Under-Performance
Portfolio return minus VG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VG 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 10y: compounded portfolio wealth divided by compounded VG 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…
10y analysis · Full analysis span regression · 6 months rolling