-16.9%
CTSH vs CPAY
+52.3%
-69.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.2% | -2.6% | -2.8% |
| 7D | -8.2% | -2.5% | -5.7% | -7.1% |
| 30D | +0.4% | +1.3% | -0.9% | -0.2% |
| 3M | +10.6% | +13.5% | -2.9% | +4.5% |
| 6M | -8.8% | +24.7% | -33.5% | -17.8% |
| YTD | -28.6% | +34.9% | -63.6% | -38.2% |
| 1Y | -15.9% | +29.7% | -45.6% | -26.3% |
| 3Y | -13.9% | +49.4% | -63.3% | -32.3% |
| All | -16.9% | +52.3% | -69.1% | -39.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling