-10.9%
CTSH vs VSH
+64.7%
-75.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +4.4% | -8.0% | -4.2% |
| 7D | -2.7% | +4.1% | -6.8% | -3.2% |
| 30D | +12.4% | -4.2% | +16.5% | +12.6% |
| 3M | +17.4% | -50.0% | +67.3% | +28.9% |
| 6M | -3.1% | +80.2% | -83.3% | -24.6% |
| YTD | -23.6% | +121.1% | -144.7% | -44.6% |
| 1Y | -10.8% | +112.0% | -122.8% | -35.2% |
| 3Y | -8.3% | +22.5% | -30.8% | -21.8% |
| All | -10.9% | +64.7% | -75.6% | -35.2% |
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