-15.8%
CTSH vs CPAY
+89.5%
-105.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.4% | -2.0% | -1.3% |
| 7D | -2.1% | +1.6% | -3.7% | -2.9% |
| 30D | +1.4% | +17.6% | -16.2% | -6.3% |
| 3M | +7.5% | +8.7% | -1.2% | +3.1% |
| 6M | +39.6% | +39.5% | 0.0% | +19.6% |
| YTD | -22.3% | +53.6% | -75.9% | -37.0% |
| 1Y | -12.0% | +63.3% | -75.2% | -30.7% |
| 3Y | +1.8% | +101.7% | -99.9% | -31.8% |
| All | -15.8% | +89.5% | -105.3% | -43.6% |
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