-13.9%
CTSH vs QLD
+77.5%
-91.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +6.8% | -8.5% | -3.4% |
| 7D | -2.3% | -1.4% | -0.9% | -2.4% |
| 30D | +7.4% | -19.6% | +27.0% | +12.7% |
| 3M | +10.9% | -14.1% | +25.1% | +14.0% |
| 6M | +24.7% | -13.6% | +38.3% | +25.5% |
| YTD | -22.0% | +12.5% | -34.5% | -28.3% |
| 1Y | -11.2% | +13.1% | -24.3% | -18.8% |
| 3Y | +3.9% | +154.7% | -150.9% | -31.4% |
| 5Y | -13.9% | +81.1% | -95.0% | -41.1% |
| All | -13.9% | +77.5% | -91.5% | -41.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling