+162.2%
CTSH vs LYB
+633.9%
-471.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.1% | -2.7% | -2.8% |
| 7D | -8.2% | -3.1% | -5.1% | -7.2% |
| 30D | +0.4% | +4.0% | -3.6% | -1.3% |
| 3M | +10.6% | +2.4% | +8.2% | +9.2% |
| 6M | -8.8% | -1.4% | -7.4% | -10.5% |
| YTD | -28.6% | +53.9% | -82.6% | -41.6% |
| 1Y | -15.9% | +26.1% | -42.0% | -26.3% |
| 3Y | -13.9% | -21.0% | +7.2% | -11.4% |
| 5Y | -17.1% | -0.7% | -16.3% | -23.6% |
| 10Y | +21.0% | +49.3% | -28.2% | -15.9% |
| All | +162.2% | +633.9% | -471.7% | -16.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling