+93.3%
QQQ vs CTSH
-14.2%
+107.6%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.9% | +2.6% | +0.2% |
| 7D | +1.0% | -8.2% | +9.2% | +2.4% |
| 30D | -0.6% | +0.4% | -1.0% | -0.8% |
| 3M | +1.3% | +10.6% | -9.3% | +0.1% |
| 6M | +18.1% | -8.8% | +26.9% | +24.2% |
| YTD | +16.9% | -28.6% | +45.5% | +34.1% |
| 1Y | +24.0% | -15.9% | +39.9% | +31.8% |
| All | +93.3% | -14.2% | +107.6% | +108.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CTSH.
Daily Out/Under-Performance
Portfolio return minus CTSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTSH 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 3y: compounded portfolio wealth divided by compounded CTSH 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…
3y analysis · Full analysis span regression · 6 months rolling