+65.4%
PYPL vs CTSH
+22.9%
+42.5%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.7% | +3.1% | +2.3% |
| 7D | +2.2% | -2.3% | +4.4% | +3.4% |
| 30D | +8.1% | +7.4% | +0.7% | +3.2% |
| 3M | +1.9% | +10.9% | -9.0% | -5.3% |
| 6M | +33.1% | +24.7% | +8.5% | +13.0% |
| YTD | +3.8% | -22.0% | +25.8% | +16.2% |
| 1Y | -8.3% | -11.2% | +2.8% | -5.0% |
| 3Y | +11.9% | +3.9% | +8.0% | +4.9% |
| 5Y | -70.4% | -13.9% | -56.5% | -69.5% |
| 10Y | +47.2% | +37.8% | +9.4% | +15.6% |
| All | +65.4% | +22.9% | +42.5% | +34.7% |
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