+35.7%
CTSH vs VSH
+124.9%
-89.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.6% | +3.6% | -0.1% |
| 7D | -4.2% | +26.2% | -30.4% | -9.1% |
| 30D | +3.9% | -12.5% | +16.4% | +5.3% |
| 3M | +10.2% | -16.9% | +27.1% | +11.6% |
| 6M | +35.3% | -17.0% | +52.3% | +25.8% |
| YTD | -21.8% | +93.8% | -115.6% | -46.9% |
| 1Y | -12.1% | +99.3% | -111.5% | -41.1% |
| 3Y | +2.0% | +35.0% | -32.9% | -26.4% |
| 5Y | -15.3% | +45.8% | -61.1% | -42.2% |
| All | +35.7% | +124.9% | -89.2% | -27.3% |
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