+38.7%
CTSH vs UAL
+99.5%
-60.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.1% | +2.1% | +2.2% |
| 7D | +1.8% | +12.5% | -10.6% | -0.6% |
| 30D | +9.8% | +12.2% | -2.4% | +7.0% |
| 3M | +12.1% | -2.6% | +14.7% | +12.1% |
| 6M | +27.4% | +21.1% | +6.3% | +20.8% |
| YTD | -20.3% | +7.8% | -28.1% | -23.3% |
| 1Y | -8.8% | +25.4% | -34.2% | -15.2% |
| 3Y | +4.0% | +217.3% | -213.3% | -24.0% |
| 5Y | -12.2% | +132.9% | -145.1% | -33.9% |
| 10Y | +38.7% | +101.1% | -62.4% | +4.2% |
| All | +38.7% | +99.5% | -60.8% | +4.2% |
Cumulative growth
Daily Returns
Daily percentage return beside UAL.
Daily Out/Under-Performance
Portfolio return minus UAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UAL 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 UAL 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