+2.1%
CTSH vs QS
-44.4%
+46.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.6% | -4.2% | -3.6% |
| 7D | -2.7% | -2.3% | -0.4% | -2.6% |
| 30D | +12.4% | -0.7% | +13.1% | +12.3% |
| 3M | +17.4% | -39.6% | +57.0% | +19.2% |
| 6M | -3.1% | -21.7% | +18.6% | -2.9% |
| YTD | -23.6% | -47.4% | +23.8% | -22.2% |
| 1Y | -10.8% | -28.4% | +17.5% | -11.2% |
| 3Y | -8.3% | -22.6% | +14.3% | -11.8% |
| 5Y | -11.3% | -75.6% | +64.3% | -13.9% |
| All | +2.1% | -44.4% | +46.5% | +3.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling