+22.0%
CTSH vs QLD
+1,646.9%
-1,624.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.3% | -3.9% | -3.7% |
| 7D | -2.7% | +0.6% | -3.3% | -2.9% |
| 30D | +12.4% | -0.1% | +12.5% | +12.3% |
| 3M | +17.4% | -8.4% | +25.7% | +18.4% |
| 6M | -3.1% | +32.2% | -35.3% | -15.3% |
| YTD | -23.6% | +28.9% | -52.5% | -32.7% |
| 1Y | -10.8% | +43.8% | -54.7% | -25.1% |
| 3Y | -8.3% | +176.6% | -184.9% | -43.2% |
| 5Y | -11.3% | +121.6% | -132.9% | -44.1% |
| All | +22.0% | +1,646.9% | -1,624.9% | -69.8% |
Cumulative growth
Daily Returns
Daily percentage return beside QLD.
Daily Out/Under-Performance
Portfolio return minus QLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QLD 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 QLD 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