+21.0%
CTSH vs QID
-99.1%
+120.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.5% | -3.4% | -2.7% |
| 7D | -8.2% | -1.9% | -6.3% | -8.8% |
| 30D | +0.4% | +1.7% | -1.3% | +1.1% |
| 3M | +10.6% | -3.9% | +14.5% | +8.9% |
| 6M | -8.8% | -30.0% | +21.2% | -19.7% |
| YTD | -28.6% | -28.2% | -0.4% | -36.2% |
| 1Y | -15.9% | -35.6% | +19.7% | -27.4% |
| 3Y | -13.9% | -74.3% | +60.4% | -43.3% |
| 5Y | -17.1% | -80.8% | +63.7% | -43.7% |
| 10Y | +21.0% | -99.2% | +120.2% | -67.7% |
| All | +21.0% | -99.1% | +120.1% | -67.7% |
Cumulative growth
Daily Returns
Daily percentage return beside QID.
Daily Out/Under-Performance
Portfolio return minus QID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QID 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 QID 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