-16.7%
CTSH vs VTEB
+0.8%
-17.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.7% |
| 7D | -9.8% | -1.2% | -8.5% | -9.0% |
| 30D | +0.1% | -2.9% | +3.0% | +2.2% |
| 3M | +13.2% | -3.2% | +16.4% | +15.7% |
| 6M | -6.2% | -2.6% | -3.6% | -4.5% |
| YTD | -28.5% | -1.8% | -26.6% | -27.6% |
| 1Y | -13.8% | +0.2% | -14.0% | -14.0% |
| 3Y | -13.7% | +8.2% | -21.9% | -20.3% |
| 5Y | -16.7% | +0.8% | -17.5% | -24.0% |
| All | -16.7% | +0.8% | -17.5% | -24.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VTEB.
Daily Out/Under-Performance
Portfolio return minus VTEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTEB 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 VTEB 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