-9.3%
CTSH vs QLD
+61.4%
-70.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -12.7% | +13.9% | +4.3% |
| 7D | +6.4% | -18.6% | +25.0% | +11.6% |
| 30D | +16.3% | -28.3% | +44.6% | +25.7% |
| 3M | +20.0% | -20.4% | +40.4% | +25.8% |
| 6M | +29.9% | -14.3% | +44.2% | +30.4% |
| YTD | -18.4% | +2.8% | -21.1% | -23.2% |
| 1Y | -8.9% | -1.2% | -7.6% | -13.4% |
| 3Y | +6.0% | +135.3% | -129.3% | -28.6% |
| 5Y | -9.3% | +62.6% | -71.9% | -35.6% |
| All | -9.3% | +61.4% | -70.7% | -35.6% |
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