+34.8%
CTSH vs VUG
+398.3%
-363.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | 0.0% |
| 7D | -2.1% | +2.5% | -4.6% | -4.0% |
| 30D | +1.4% | -6.3% | +7.7% | +5.6% |
| 3M | +7.5% | -6.0% | +13.5% | +11.4% |
| 6M | +39.6% | -3.5% | +43.1% | +40.5% |
| YTD | -22.3% | +3.9% | -26.2% | -26.5% |
| 1Y | -12.0% | +5.1% | -17.1% | -17.6% |
| 3Y | +1.8% | +77.9% | -76.1% | -40.0% |
| 5Y | -15.8% | +62.4% | -78.2% | -46.8% |
| All | +34.8% | +398.3% | -363.4% | -73.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VUG.
Daily Out/Under-Performance
Portfolio return minus VUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VUG 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 10y: compounded portfolio wealth divided by compounded VUG 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…
10y analysis · Full analysis span regression · 6 months rolling