+22.5%
CTSH vs VXUS
+145.9%
-123.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.4% | -3.5% | -3.5% |
| 7D | -5.5% | +1.6% | -7.1% | -6.8% |
| 30D | +4.5% | +1.0% | +3.5% | +3.5% |
| 3M | +13.7% | +5.7% | +8.1% | +6.8% |
| 6M | -8.4% | +13.6% | -22.0% | -20.8% |
| YTD | -26.5% | +17.4% | -43.9% | -38.8% |
| 1Y | -13.9% | +25.1% | -39.0% | -32.9% |
| 3Y | -11.3% | +75.8% | -87.2% | -51.7% |
| 5Y | -14.8% | +55.4% | -70.2% | -47.0% |
| 10Y | +22.5% | +146.4% | -123.9% | -53.0% |
| All | +22.5% | +145.9% | -123.4% | -53.0% |
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