+38.9%
CTSH vs QSR
+218.5%
-179.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.1% | -3.5% | -3.6% |
| 7D | -2.7% | +2.4% | -5.1% | -3.6% |
| 30D | +12.4% | +7.6% | +4.7% | +8.9% |
| 3M | +17.4% | +12.6% | +4.7% | +11.8% |
| 6M | -3.1% | +14.4% | -17.4% | -8.5% |
| YTD | -23.6% | +19.6% | -43.2% | -29.1% |
| 1Y | -10.8% | +33.9% | -44.7% | -21.2% |
| 3Y | -8.3% | +27.1% | -35.4% | -18.6% |
| 5Y | -11.3% | +48.5% | -59.9% | -27.2% |
| 10Y | +22.6% | +126.2% | -103.6% | -19.1% |
| All | +38.9% | +218.5% | -179.6% | -18.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling