+34,247.0%
CTSH vs VSH
+416.2%
+33,830.8%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +4.4% | -8.0% | -5.1% |
| 7D | -2.7% | +4.1% | -6.8% | -4.1% |
| 30D | +12.4% | -4.2% | +16.5% | +13.0% |
| 3M | +17.4% | -50.0% | +67.3% | +39.0% |
| 6M | -3.1% | +80.2% | -83.3% | -29.8% |
| YTD | -23.6% | +121.1% | -144.7% | -49.1% |
| 1Y | -10.8% | +112.0% | -122.8% | -40.3% |
| 3Y | -8.3% | +22.5% | -30.8% | -29.8% |
| 5Y | -11.3% | +64.0% | -75.4% | -40.1% |
| 10Y | +22.6% | +170.4% | -147.8% | -36.0% |
| All | +34,247.0% | +416.2% | +33,830.8% | +9,260.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling