+494.7%
CTSH vs VWO
+326.6%
+168.1%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.3% | -3.5% | -3.6% |
| 7D | -5.5% | +0.9% | -6.4% | -6.1% |
| 30D | +4.5% | +1.3% | +3.3% | +3.5% |
| 3M | +13.7% | +5.1% | +8.6% | +8.5% |
| 6M | -8.4% | +12.5% | -20.9% | -17.7% |
| YTD | -26.5% | +14.0% | -40.5% | -34.8% |
| 1Y | -13.9% | +19.7% | -33.7% | -26.5% |
| 3Y | -11.3% | +66.8% | -78.1% | -41.5% |
| 5Y | -14.8% | +36.2% | -51.0% | -35.0% |
| 10Y | +22.5% | +111.0% | -88.5% | -34.0% |
| All | +494.7% | +326.6% | +168.1% | +80.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VWO.
Daily Out/Under-Performance
Portfolio return minus VWO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VWO 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 VWO 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