-16.9%
CTSH vs VGT
+133.9%
-150.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.1% | -2.7% | -2.8% |
| 7D | -8.2% | +1.5% | -9.7% | -8.8% |
| 30D | +0.4% | +0.5% | -0.1% | +0.1% |
| 3M | +10.6% | +5.3% | +5.3% | +6.5% |
| 6M | -8.8% | +32.4% | -41.2% | -23.3% |
| YTD | -28.6% | +28.6% | -57.2% | -39.0% |
| 1Y | -15.9% | +37.6% | -53.6% | -31.3% |
| 3Y | -13.9% | +125.5% | -139.4% | -50.2% |
| All | -16.9% | +133.9% | -150.7% | -55.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VGT.
Daily Out/Under-Performance
Portfolio return minus VGT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VGT 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 VGT 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