-17.5%
CTSH vs CPNG
-76.9%
+59.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +0.3% |
| 7D | -9.8% | -5.4% | -4.4% | -9.2% |
| 30D | +0.1% | -11.1% | +11.2% | +1.5% |
| 3M | +13.2% | -3.0% | +16.2% | +13.3% |
| 6M | -6.2% | -23.5% | +17.3% | -3.8% |
| YTD | -28.5% | -37.8% | +9.4% | -24.9% |
| 1Y | -13.8% | -54.3% | +40.6% | -6.1% |
| 3Y | -13.7% | -20.8% | +7.1% | -13.6% |
| 5Y | -16.7% | -51.1% | +34.4% | -18.6% |
| All | -17.5% | -76.9% | +59.4% | -18.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CPNG.
Daily Out/Under-Performance
Portfolio return minus CPNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPNG 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 10y: compounded portfolio wealth divided by compounded CPNG 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…
10y analysis · Full analysis span regression · 6 months rolling