-9.8%
CTSH vs CPNG
-75.9%
+66.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.4% | +3.3% | -0.5% |
| 7D | -4.2% | -6.9% | +2.7% | -3.4% |
| 30D | +3.9% | +1.1% | +2.8% | +3.6% |
| 3M | +10.2% | -6.3% | +16.5% | +10.8% |
| 6M | +35.3% | -3.8% | +39.1% | +35.0% |
| YTD | -21.8% | -35.2% | +13.4% | -18.5% |
| 1Y | -12.1% | -47.0% | +34.8% | -6.3% |
| 3Y | +2.0% | -0.2% | +2.2% | -0.6% |
| 5Y | -15.3% | -42.5% | +27.2% | -17.8% |
| All | -9.8% | -75.9% | +66.1% | -11.7% |
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