+35.8%
CTSH vs UAL
+94.5%
-58.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +2.0% | -4.8% | -3.1% |
| 7D | -0.6% | +8.2% | -8.8% | -2.2% |
| 30D | +13.4% | +2.3% | +11.1% | +12.6% |
| 3M | +14.4% | -12.7% | +27.1% | +16.9% |
| 6M | +27.7% | +12.7% | +15.0% | +22.9% |
| YTD | -20.6% | +0.8% | -21.4% | -22.6% |
| 1Y | -9.1% | +17.8% | -26.9% | -14.4% |
| 3Y | +3.1% | +206.7% | -203.6% | -24.2% |
| 5Y | -11.8% | +113.9% | -125.7% | -32.4% |
| All | +35.8% | +94.5% | -58.8% | +5.4% |
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