+4.0%
CTSH vs CPNG
+8.2%
-4.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.5% | +2.7% | +2.3% |
| 7D | +1.8% | +7.2% | -5.4% | +0.9% |
| 30D | +9.8% | +3.2% | +6.6% | +9.2% |
| 3M | +12.1% | +0.9% | +11.3% | +11.7% |
| 6M | +27.4% | -3.8% | +31.2% | +27.4% |
| YTD | -20.3% | -30.8% | +10.5% | -17.1% |
| 1Y | -8.8% | -43.5% | +34.7% | -2.4% |
| 3Y | +4.0% | +6.6% | -2.5% | -1.5% |
| All | +4.0% | +8.2% | -4.2% | -1.5% |
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