-14.8%
CTSH vs QS
-74.6%
+59.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +2.0% | -5.8% | -3.9% |
| 7D | -5.5% | +2.2% | -7.7% | -5.6% |
| 30D | +4.5% | -8.1% | +12.6% | +4.9% |
| 3M | +13.7% | -27.0% | +40.8% | +15.3% |
| 6M | -8.4% | -16.4% | +8.0% | -8.5% |
| YTD | -26.5% | -46.4% | +19.9% | -24.5% |
| 1Y | -13.9% | -41.1% | +27.2% | -13.3% |
| 3Y | -11.3% | -18.6% | +7.3% | -18.5% |
| 5Y | -14.8% | -73.0% | +58.2% | -18.9% |
| All | -14.8% | -74.6% | +59.7% | -18.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling