+2,006.3%
LLY vs CTSH
+39.1%
+1,967.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.7% | +6.0% | +4.7% |
| 7D | +0.1% | -2.3% | +2.4% | +0.5% |
| 30D | +19.7% | +7.4% | +12.3% | +17.6% |
| 3M | +19.3% | +10.9% | +8.3% | +15.9% |
| 6M | +49.3% | +24.7% | +24.7% | +40.2% |
| YTD | +32.0% | -22.0% | +54.0% | +38.5% |
| 1Y | +53.7% | -11.2% | +64.9% | +55.8% |
| 3Y | +143.7% | +3.9% | +139.9% | +135.7% |
| 5Y | +463.9% | -13.9% | +477.8% | +463.9% |
| 10Y | +2,006.3% | +37.8% | +1,968.6% | +1,681.9% |
| All | +2,006.3% | +39.1% | +1,967.3% | +1,681.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling