-15.8%
CTSH vs QSR
+53.9%
-69.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.6% | -0.6% |
| 7D | -2.1% | -2.9% | +0.8% | -0.8% |
| 30D | +1.4% | +4.1% | -2.8% | -0.3% |
| 3M | +7.5% | -0.7% | +8.1% | +7.8% |
| 6M | +39.6% | +0.4% | +39.1% | +39.3% |
| YTD | -22.3% | +13.5% | -35.8% | -26.4% |
| 1Y | -12.0% | +11.0% | -22.9% | -15.9% |
| 3Y | +1.8% | +22.0% | -20.2% | -8.5% |
| All | -15.8% | +53.9% | -69.7% | -35.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling