+22.5%
CTSH vs VSH
+170.2%
-147.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.0% | -2.8% | -3.6% |
| 7D | -5.5% | +6.2% | -11.7% | -6.9% |
| 30D | +4.5% | -11.1% | +15.6% | +7.0% |
| 3M | +13.7% | -44.9% | +58.7% | +27.2% |
| 6M | -8.4% | +90.0% | -98.4% | -33.8% |
| YTD | -26.5% | +118.8% | -145.3% | -50.0% |
| 1Y | -13.9% | +109.0% | -122.9% | -41.2% |
| 3Y | -11.3% | +35.6% | -47.0% | -32.9% |
| 5Y | -14.8% | +66.7% | -81.5% | -42.2% |
| 10Y | +22.5% | +167.9% | -145.4% | -30.5% |
| All | +22.5% | +170.2% | -147.7% | -30.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 VSH 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