-14.4%
CTSH vs LYB
-4.6%
-9.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.9% | +3.8% | +3.2% |
| 7D | -3.7% | +0.3% | -4.0% | -3.8% |
| 30D | +3.7% | +2.5% | +1.2% | +2.8% |
| 3M | +17.9% | +1.4% | +16.5% | +17.1% |
| 6M | -2.6% | -3.5% | +0.8% | -3.9% |
| YTD | -26.4% | +52.0% | -78.4% | -38.5% |
| 1Y | -13.0% | +22.1% | -35.1% | -21.7% |
| 3Y | -11.2% | -22.8% | +11.6% | -6.4% |
| All | -14.4% | -4.6% | -9.8% | -18.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling