-13.9%
CTSH vs CPAY
+48.3%
-62.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.2% | -2.6% | -2.8% |
| 7D | -8.2% | -2.5% | -5.7% | -7.2% |
| 30D | +0.4% | +1.3% | -0.9% | -0.2% |
| 3M | +10.6% | +13.5% | -2.9% | +5.1% |
| 6M | -8.8% | +24.7% | -33.5% | -16.6% |
| YTD | -28.6% | +34.9% | -63.6% | -36.8% |
| 1Y | -15.9% | +29.7% | -45.6% | -24.5% |
| All | -13.9% | +48.3% | -62.2% | -28.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CPAY.
Daily Out/Under-Performance
Portfolio return minus CPAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPAY 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 CPAY 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