+22.5%
CTSH vs VUG
+408.5%
-386.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.4% | -3.5% | -3.6% |
| 7D | -5.5% | +0.9% | -6.3% | -6.1% |
| 30D | +4.5% | -1.4% | +5.9% | +5.7% |
| 3M | +13.7% | +2.3% | +11.4% | +10.8% |
| 6M | -8.4% | +15.7% | -24.1% | -19.5% |
| YTD | -26.5% | +8.6% | -35.1% | -32.0% |
| 1Y | -13.9% | +14.1% | -28.0% | -23.7% |
| 3Y | -11.3% | +87.9% | -99.2% | -49.3% |
| 5Y | -14.8% | +76.3% | -91.2% | -49.2% |
| 10Y | +22.5% | +409.7% | -387.1% | -73.4% |
| All | +22.5% | +408.5% | -386.0% | -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