-4.6%
CTSH vs QS
-47.0%
+42.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -6.6% | +3.7% | -2.6% |
| 7D | -8.2% | -4.2% | -4.0% | -8.1% |
| 30D | +0.4% | -15.7% | +16.1% | +1.0% |
| 3M | +10.6% | -28.7% | +39.3% | +11.6% |
| 6M | -8.8% | -23.2% | +14.4% | -8.6% |
| YTD | -28.6% | -49.9% | +21.3% | -27.3% |
| 1Y | -15.9% | -38.8% | +22.9% | -15.6% |
| 3Y | -13.9% | -24.0% | +10.1% | -17.1% |
| 5Y | -17.1% | -75.6% | +58.5% | -19.4% |
| All | -4.6% | -47.0% | +42.4% | -3.0% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 QS 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