+94.6%
QQQM vs CTSH
-17.2%
+111.8%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.2% | -1.3% | -1.1% |
| 7D | -1.3% | -9.8% | +8.5% | +2.0% |
| 30D | -1.4% | +0.1% | -1.5% | -1.6% |
| 3M | +2.2% | +13.2% | -11.1% | -3.1% |
| 6M | +16.9% | -6.2% | +23.1% | +19.6% |
| YTD | +15.7% | -28.5% | +44.1% | +33.5% |
| 1Y | +22.7% | -13.8% | +36.4% | +27.7% |
| 3Y | +93.9% | -13.7% | +107.6% | +98.1% |
| 5Y | +94.6% | -16.7% | +111.2% | +102.8% |
| All | +94.6% | -17.2% | +111.8% | +102.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling