-17.1%
CTSH vs CPNG
-52.6%
+35.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.3% | -2.5% | -2.8% |
| 7D | -8.2% | -7.6% | -0.6% | -7.2% |
| 30D | +0.4% | -8.8% | +9.2% | +1.6% |
| 3M | +10.6% | -7.2% | +17.8% | +11.3% |
| 6M | -8.8% | -21.5% | +12.7% | -6.6% |
| YTD | -28.6% | -37.4% | +8.8% | -24.7% |
| 1Y | -15.9% | -54.3% | +38.4% | -7.5% |
| 3Y | -13.9% | -20.3% | +6.4% | -14.0% |
| 5Y | -17.1% | -51.2% | +34.1% | -18.7% |
| All | -17.1% | -52.6% | +35.5% | -18.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling