-94.7%
SQQQ vs CTSH
-17.2%
-77.4%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.2% | +3.1% | +3.5% |
| 7D | +4.1% | -9.8% | +13.8% | -5.9% |
| 30D | +4.6% | +0.1% | +4.5% | +5.0% |
| 3M | -10.4% | +13.2% | -23.6% | -6.1% |
| 6M | -42.1% | -6.2% | -35.9% | -53.8% |
| YTD | -40.3% | -28.5% | -11.9% | -67.9% |
| 1Y | -50.2% | -13.8% | -36.4% | -63.9% |
| 3Y | -89.4% | -13.7% | -75.7% | -90.5% |
| 5Y | -94.7% | -16.7% | -78.0% | -93.6% |
| All | -94.7% | -17.2% | -77.4% | -93.6% |
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 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