-11.3%
CTSH vs CPNG
-19.7%
+8.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -3.1% | -0.7% | -3.4% |
| 7D | -5.5% | -6.3% | +0.8% | -4.7% |
| 30D | +4.5% | -8.7% | +13.3% | +5.7% |
| 3M | +13.7% | -2.4% | +16.2% | +13.7% |
| 6M | -8.4% | -22.3% | +13.9% | -6.1% |
| YTD | -26.5% | -37.2% | +10.7% | -22.6% |
| 1Y | -13.9% | -53.0% | +39.1% | -5.7% |
| 3Y | -11.3% | -20.0% | +8.7% | -11.9% |
| All | -11.3% | -19.7% | +8.4% | -11.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling