+370.9%
CTSH vs QLD
+7,183.5%
-6,812.7%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -12.7% | +13.9% | +7.1% |
| 7D | +6.4% | -18.6% | +25.0% | +16.0% |
| 30D | +16.3% | -28.3% | +44.6% | +33.8% |
| 3M | +20.0% | -20.4% | +40.4% | +30.7% |
| 6M | +29.9% | -14.3% | +44.2% | +31.5% |
| YTD | -18.4% | +2.8% | -21.1% | -25.3% |
| 1Y | -8.9% | -1.2% | -7.6% | -15.4% |
| 3Y | +6.0% | +135.3% | -129.3% | -41.5% |
| 5Y | -9.3% | +62.6% | -71.9% | -45.5% |
| 10Y | +46.7% | +1,384.3% | -1,337.6% | -80.5% |
| All | +370.9% | +7,183.5% | -6,812.7% | -83.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling