+36.9%
PYPL vs CTSH
+18.8%
+18.1%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -3.8% | +0.6% | -1.1% |
| 7D | +1.7% | -5.5% | +7.2% | +5.0% |
| 30D | -9.7% | +4.5% | -14.3% | -12.2% |
| 3M | +29.2% | +13.7% | +15.5% | +17.9% |
| 6M | +13.9% | -8.4% | +22.3% | +17.2% |
| YTD | -8.1% | -26.5% | +18.4% | +8.2% |
| 1Y | -21.4% | -13.9% | -7.5% | -16.1% |
| 3Y | -11.8% | -11.3% | -0.5% | -8.2% |
| 5Y | -81.1% | -14.8% | -66.3% | -80.2% |
| 10Y | +36.9% | +22.5% | +14.4% | +23.9% |
| All | +36.9% | +18.8% | +18.1% | +23.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CTSH.
Daily Out/Under-Performance
Portfolio return minus CTSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTSH 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 CTSH 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