+16.7%
CTSH vs VTEB
+26.6%
-10.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | 0.0% | -3.8% | -3.8% |
| 7D | -5.5% | -0.2% | -5.2% | -5.3% |
| 30D | +4.5% | -1.6% | +6.1% | +5.6% |
| 3M | +13.7% | -2.0% | +15.7% | +15.2% |
| 6M | -8.4% | -1.7% | -6.7% | -7.4% |
| YTD | -26.5% | -0.6% | -25.9% | -26.2% |
| 1Y | -13.9% | +1.8% | -15.8% | -14.9% |
| 3Y | -11.3% | +9.6% | -20.9% | -16.7% |
| 5Y | -14.8% | +2.1% | -16.9% | -16.8% |
| 10Y | +22.5% | +18.9% | +3.6% | +27.4% |
| All | +16.7% | +26.6% | -10.0% | +58.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling