-15.8%
CTSH vs QS
-90.5%
+74.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -5.2% | +4.5% | -0.4% |
| 7D | -2.1% | -14.0% | +11.9% | -1.4% |
| 30D | +1.4% | -6.4% | +7.8% | +1.6% |
| 3M | +7.5% | -40.3% | +47.7% | +10.3% |
| 6M | +39.6% | -57.5% | +97.1% | +45.4% |
| YTD | -22.3% | -64.7% | +42.4% | -18.4% |
| 1Y | -12.0% | -72.9% | +60.9% | -5.9% |
| 3Y | +1.8% | -33.5% | +35.3% | -6.9% |
| All | -15.8% | -90.5% | +74.7% | -1.7% |
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