+110.1%
CTSH vs CPAY
+1,748.9%
-1,638.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.4% | -2.0% | -1.2% |
| 7D | -2.1% | +1.6% | -3.7% | -2.8% |
| 30D | +1.4% | +17.6% | -16.2% | -5.7% |
| 3M | +7.5% | +8.7% | -1.2% | +3.5% |
| 6M | +39.6% | +39.5% | 0.0% | +20.9% |
| YTD | -22.3% | +53.6% | -75.9% | -36.2% |
| 1Y | -12.0% | +63.3% | -75.2% | -29.6% |
| 3Y | +1.8% | +101.7% | -99.9% | -28.2% |
| 5Y | -15.8% | +91.4% | -107.2% | -40.3% |
| 10Y | +34.8% | +221.7% | -186.8% | -25.1% |
| All | +110.1% | +1,748.9% | -1,638.8% | -44.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling