+132.2%
LLY vs CTSH
+3.1%
+129.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.7% | +1.9% | -0.4% |
| 7D | -4.5% | -0.6% | -3.9% | -4.4% |
| 30D | +13.9% | +13.4% | +0.5% | +11.7% |
| 3M | +13.8% | +14.4% | -0.7% | +11.2% |
| 6M | +37.6% | +27.7% | +9.9% | +31.7% |
| YTD | +26.6% | -20.6% | +47.2% | +36.1% |
| 1Y | +45.3% | -9.1% | +54.5% | +50.4% |
| 3Y | +132.2% | +3.1% | +129.1% | +146.4% |
| All | +132.2% | +3.1% | +129.1% | +146.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling