-13.7%
CTSH vs LYB
-22.4%
+8.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.3% |
| 7D | -9.8% | -0.7% | -9.1% | -9.6% |
| 30D | +0.1% | +1.5% | -1.4% | -0.4% |
| 3M | +13.2% | -0.3% | +13.5% | +12.8% |
| 6M | -6.2% | +0.1% | -6.3% | -8.3% |
| YTD | -28.5% | +53.4% | -81.9% | -38.8% |
| 1Y | -13.8% | +25.6% | -39.4% | -21.6% |
| All | -13.7% | -22.4% | +8.7% | -10.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LYB.
Daily Out/Under-Performance
Portfolio return minus LYB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LYB 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 3y: compounded portfolio wealth divided by compounded LYB 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…
3y analysis · Full analysis span regression · 6 months rolling