+998.0%
CTSH vs VUG
+1,157.1%
-159.0%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.9% | -3.6% | -3.7% |
| 7D | -0.6% | -3.4% | +2.8% | +2.5% |
| 30D | +13.4% | -11.1% | +24.5% | +26.6% |
| 3M | +14.4% | -7.2% | +21.7% | +22.0% |
| 6M | +27.7% | -4.1% | +31.9% | +29.5% |
| YTD | -20.6% | +1.4% | -22.0% | -24.7% |
| 1Y | -9.1% | +1.9% | -11.0% | -14.5% |
| 3Y | +3.1% | +77.7% | -74.7% | -49.6% |
| 5Y | -11.8% | +57.6% | -69.4% | -52.4% |
| 10Y | +42.7% | +398.6% | -355.9% | -83.0% |
| All | +998.0% | +1,157.1% | -159.0% | -59.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling