+349.6%
CTSH vs QID
-100.0%
+449.6%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.4% | -3.3% | -3.8% |
| 7D | -2.7% | -0.6% | -2.1% | -2.9% |
| 30D | +12.4% | 0.0% | +12.4% | +12.5% |
| 3M | +17.4% | +3.7% | +13.6% | +19.2% |
| 6M | -3.1% | -29.9% | +26.8% | -18.5% |
| YTD | -23.6% | -28.8% | +5.2% | -34.8% |
| 1Y | -10.8% | -37.2% | +26.3% | -28.0% |
| 3Y | -8.3% | -73.7% | +65.4% | -47.7% |
| 5Y | -11.3% | -80.7% | +69.4% | -48.4% |
| 10Y | +22.6% | -99.1% | +121.7% | -83.2% |
| All | +349.6% | -100.0% | +449.6% | -88.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling