-16.7%
CTSH vs QSR
+40.6%
-57.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.5% |
| 7D | -9.8% | -4.7% | -5.1% | -7.9% |
| 30D | +0.1% | +4.3% | -4.2% | -1.6% |
| 3M | +13.2% | +5.4% | +7.8% | +10.9% |
| 6M | -6.2% | +8.2% | -14.4% | -9.5% |
| YTD | -28.5% | +14.1% | -42.6% | -32.4% |
| 1Y | -13.8% | +28.1% | -41.9% | -22.3% |
| 3Y | -13.7% | +25.3% | -39.0% | -23.3% |
| 5Y | -16.7% | +40.4% | -57.1% | -33.5% |
| All | -16.7% | +40.6% | -57.3% | -33.5% |
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