+358.9%
CTSH vs QID
-100.0%
+458.9%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -6.8% | +5.1% | -4.9% |
| 7D | -2.3% | -0.8% | -1.5% | -2.5% |
| 30D | +7.4% | +20.1% | -12.6% | +17.1% |
| 3M | +10.9% | +11.8% | -0.9% | +17.0% |
| 6M | +24.7% | +5.5% | +19.1% | +27.4% |
| YTD | -22.0% | -21.5% | -0.4% | -30.4% |
| 1Y | -11.2% | -22.6% | +11.5% | -21.1% |
| 3Y | +3.9% | -72.3% | +76.2% | -39.7% |
| 5Y | -13.9% | -76.9% | +63.0% | -45.3% |
| 10Y | +37.8% | -99.0% | +136.8% | -80.0% |
| All | +358.9% | -100.0% | +458.9% | -87.1% |
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