-12.1%
CTSH vs VSH
+24.4%
-36.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +5.7% | -8.5% | -3.2% |
| 7D | -0.6% | -12.9% | +12.3% | +0.4% |
| 30D | +13.4% | -36.9% | +50.3% | +18.0% |
| 3M | +14.4% | -28.8% | +43.2% | +16.7% |
| 6M | +27.7% | -30.3% | +58.0% | +21.6% |
| YTD | -20.6% | +62.4% | -83.0% | -41.3% |
| 1Y | -9.1% | +62.5% | -71.7% | -33.0% |
| 3Y | +3.1% | +7.4% | -4.3% | -17.2% |
| All | -12.1% | +24.4% | -36.5% | -37.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling