+1,570.9%
QQQ vs CTSH
+8,998.5%
-7,427.6%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.6% | +3.8% | +1.2% |
| 7D | +0.4% | -2.7% | +3.1% | +1.1% |
| 30D | +0.2% | +12.4% | -12.1% | -3.3% |
| 3M | -2.8% | +17.4% | -20.2% | -8.7% |
| 6M | +18.0% | -3.1% | +21.1% | +16.5% |
| YTD | +17.3% | -23.6% | +40.9% | +23.7% |
| 1Y | +25.6% | -10.8% | +36.4% | +26.0% |
| 3Y | +93.7% | -8.3% | +102.0% | +91.8% |
| 5Y | +94.2% | -11.3% | +105.5% | +93.3% |
| 10Y | +557.9% | +22.6% | +535.2% | +482.8% |
| All | +1,570.9% | +8,998.5% | -7,427.6% | +425.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling