+37.8%
CTSH vs VXUS
+144.6%
-106.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.8% | -4.6% | -4.2% |
| 7D | -2.3% | +0.8% | -3.1% | -3.2% |
| 30D | +7.4% | -1.9% | +9.3% | +8.8% |
| 3M | +10.9% | -4.4% | +15.3% | +14.6% |
| 6M | +24.7% | -2.0% | +26.6% | +24.0% |
| YTD | -22.0% | +11.1% | -33.1% | -32.4% |
| 1Y | -11.2% | +15.1% | -26.2% | -25.6% |
| 3Y | +3.9% | +70.4% | -66.6% | -42.5% |
| 5Y | -13.9% | +47.2% | -61.1% | -44.3% |
| 10Y | +37.8% | +142.3% | -104.5% | -45.0% |
| All | +37.8% | +144.6% | -106.8% | -45.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VXUS.
Daily Out/Under-Performance
Portfolio return minus VXUS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VXUS 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 VXUS 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