+49.7%
CTSH vs PAYC
+1,328.4%
-1,278.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.5% | -3.6% | -1.7% |
| 7D | -4.2% | -0.5% | -3.7% | -4.1% |
| 30D | +3.9% | +5.2% | -1.2% | +2.5% |
| 3M | +10.2% | +18.0% | -7.8% | +5.5% |
| 6M | +35.3% | +81.6% | -46.3% | +14.9% |
| YTD | -21.8% | +57.3% | -79.1% | -31.4% |
| 1Y | -12.1% | +49.8% | -62.0% | -22.0% |
| 3Y | +2.0% | +49.0% | -46.9% | -11.4% |
| 5Y | -15.3% | -47.8% | +32.6% | -9.5% |
| 10Y | +35.7% | +515.8% | -480.1% | -20.2% |
| All | +49.7% | +1,328.4% | -1,278.7% | -14.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PAYC.
Daily Out/Under-Performance
Portfolio return minus PAYC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PAYC 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 all: compounded portfolio wealth divided by compounded PAYC 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…
all analysis · Full analysis span regression · 6 months rolling