-4.8%
CTSH vs Q
+68.3%
-73.1%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.5% | +2.9% | -1.4% |
| 7D | -2.1% | +1.2% | -3.3% | -1.8% |
| 30D | +1.4% | -2.7% | +4.1% | +1.5% |
| 3M | +7.5% | -16.9% | +24.4% | +5.1% |
| 6M | +39.6% | -26.9% | +66.4% | +36.4% |
| YTD | -22.3% | +45.2% | -67.5% | -28.0% |
| 1Y | -12.0% | +38.1% | -50.1% | -17.8% |
| All | -4.8% | +68.3% | -73.1% | -9.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling