+106.7%
CTSH vs CPAY
+1,565.5%
-1,458.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.8% | -2.8% | -3.3% |
| 7D | -2.7% | +2.1% | -4.8% | -3.6% |
| 30D | +12.4% | +5.5% | +6.8% | +9.7% |
| 3M | +17.4% | +16.6% | +0.8% | +10.0% |
| 6M | -3.1% | +26.7% | -29.7% | -12.9% |
| YTD | -23.6% | +38.4% | -61.9% | -34.2% |
| 1Y | -10.8% | +30.1% | -41.0% | -21.6% |
| 3Y | -8.3% | +52.6% | -60.9% | -26.9% |
| 5Y | -11.3% | +59.0% | -70.3% | -31.9% |
| 10Y | +22.6% | +148.4% | -125.8% | -24.7% |
| All | +106.7% | +1,565.5% | -1,458.8% | -42.5% |
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