+38.4%
CTSH vs VXUS
+144.2%
-105.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.7% | +2.9% | +2.8% |
| 7D | +1.8% | +0.5% | +1.3% | +1.1% |
| 30D | +9.8% | -2.5% | +12.3% | +11.8% |
| 3M | +12.1% | -4.6% | +16.8% | +16.0% |
| 6M | +27.4% | -2.6% | +30.0% | +27.5% |
| YTD | -20.3% | +10.4% | -30.6% | -30.5% |
| 1Y | -8.8% | +12.9% | -21.7% | -22.2% |
| 3Y | +4.0% | +68.4% | -64.3% | -41.8% |
| 5Y | -12.2% | +47.7% | -59.9% | -43.5% |
| All | +38.4% | +144.2% | -105.8% | -45.8% |
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