+37.8%
CTSH vs VUG
+405.9%
-368.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.8% | -4.5% | -3.8% |
| 7D | -2.3% | +0.5% | -2.8% | -3.0% |
| 30D | +7.4% | -8.2% | +15.6% | +13.6% |
| 3M | +10.9% | -5.4% | +16.4% | +14.6% |
| 6M | +24.7% | -2.5% | +27.2% | +24.5% |
| YTD | -22.0% | +4.2% | -26.2% | -26.3% |
| 1Y | -11.2% | +5.0% | -16.2% | -16.8% |
| 3Y | +3.9% | +81.7% | -77.9% | -39.8% |
| 5Y | -13.9% | +62.5% | -76.5% | -45.6% |
| 10Y | +37.8% | +396.3% | -358.5% | -71.4% |
| All | +37.8% | +405.9% | -368.1% | -71.4% |
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