+22.2%
CTSH vs QSR
+135.2%
-113.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.6% | +2.3% | +2.6% |
| 7D | -3.7% | -4.0% | +0.3% | -2.0% |
| 30D | +3.7% | +2.8% | +0.9% | +2.5% |
| 3M | +17.9% | +5.1% | +12.8% | +15.6% |
| 6M | -2.6% | +8.8% | -11.4% | -6.3% |
| YTD | -26.4% | +14.8% | -41.2% | -30.6% |
| 1Y | -13.0% | +25.7% | -38.8% | -21.2% |
| 3Y | -11.2% | +27.5% | -38.7% | -21.4% |
| 5Y | -14.3% | +41.3% | -55.5% | -28.4% |
| All | +22.2% | +135.2% | -113.0% | -11.9% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 QSR 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