+34.1%
CTSH vs QLD
+1,468.8%
-1,434.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.5% | +1.3% | -0.4% |
| 7D | -2.6% | +7.0% | -9.6% | -5.0% |
| 30D | +0.9% | -14.3% | +15.2% | +5.0% |
| 3M | +6.9% | -16.0% | +22.9% | +11.5% |
| 6M | +38.8% | -14.2% | +53.1% | +40.4% |
| YTD | -22.7% | +12.8% | -35.5% | -30.0% |
| 1Y | -12.4% | +14.1% | -26.5% | -21.2% |
| 3Y | +1.3% | +146.0% | -144.7% | -35.7% |
| 5Y | -16.3% | +82.0% | -98.3% | -44.2% |
| All | +34.1% | +1,468.8% | -1,434.7% | -69.2% |
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