+1,481.8%
QQQ vs CTSH
+9,148.6%
-7,666.8%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.6% | -1.0% |
| 7D | +3.6% | -2.1% | +5.8% | +4.2% |
| 30D | -6.7% | +1.4% | -8.1% | -7.6% |
| 3M | -7.0% | +7.5% | -14.5% | -10.0% |
| 6M | -4.7% | +39.6% | -44.2% | -16.1% |
| YTD | +11.1% | -22.3% | +33.4% | +15.4% |
| 1Y | +12.3% | -12.0% | +24.2% | +12.3% |
| 3Y | +83.3% | +1.8% | +81.5% | +74.3% |
| 5Y | +77.5% | -15.8% | +93.3% | +77.7% |
| 10Y | +528.3% | +34.8% | +493.5% | +439.8% |
| All | +1,481.8% | +9,148.6% | -7,666.8% | +390.6% |
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