-81.0%
PYPL vs CTSH
-11.4%
-69.6%
-86.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -3.6% | +0.6% | -1.0% |
| 7D | +2.7% | -2.7% | +5.4% | +4.3% |
| 30D | -4.9% | +12.4% | -17.3% | -11.2% |
| 3M | +28.9% | +17.4% | +11.5% | +15.7% |
| 6M | +18.2% | -3.1% | +21.3% | +19.5% |
| YTD | -5.0% | -23.6% | +18.5% | +13.3% |
| 1Y | -18.8% | -10.8% | -8.0% | -13.1% |
| 3Y | -12.6% | -8.3% | -4.3% | -9.5% |
| All | -81.0% | -11.4% | -69.6% | -80.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling