+49.1%
LLY vs CTSH
-9.7%
+58.8%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.2% | -0.8% | +1.3% |
| 7D | +1.6% | +1.8% | -0.2% | +1.5% |
| 30D | +21.5% | +9.8% | +11.7% | +20.7% |
| 3M | +16.4% | +12.1% | +4.3% | +15.6% |
| 6M | +51.5% | +27.4% | +24.1% | +48.8% |
| YTD | +33.9% | -20.3% | +54.2% | +47.2% |
| 1Y | +49.1% | -8.8% | +57.9% | +57.5% |
| All | +49.1% | -9.7% | +58.8% | +57.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling