+63.2%
PYPL vs CTSH
+25.1%
+38.1%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.7% | +3.2% | +1.9% |
| 7D | +3.9% | -0.6% | +4.5% | +4.2% |
| 30D | +7.8% | +13.4% | -5.6% | -0.2% |
| 3M | -0.7% | +14.4% | -15.1% | -9.2% |
| 6M | +28.8% | +27.7% | +1.1% | +7.9% |
| YTD | +2.4% | -20.6% | +23.0% | +13.6% |
| 1Y | -9.6% | -9.1% | -0.5% | -7.4% |
| 3Y | +9.7% | +3.1% | +6.6% | +3.4% |
| 5Y | -73.5% | -11.8% | -61.7% | -73.0% |
| 10Y | +46.5% | +42.7% | +3.7% | +13.2% |
| All | +63.2% | +25.1% | +38.1% | +31.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling