-10.0%
CTSH vs Q
+75.3%
-85.3%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +2.3% | -6.2% | -3.4% |
| 7D | -5.5% | +6.7% | -12.2% | -4.4% |
| 30D | +4.5% | -10.6% | +15.1% | +2.7% |
| 3M | +13.7% | -14.6% | +28.3% | +11.4% |
| 6M | -8.4% | +12.1% | -20.5% | -12.6% |
| YTD | -26.5% | +51.3% | -77.8% | -31.9% |
| All | -10.0% | +75.3% | -85.3% | -14.6% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 Q 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