+37.1%
CTSH vs UAL
+97.8%
-60.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.8% | +0.9% | -0.5% |
| 7D | -2.1% | +2.3% | -4.3% | -2.6% |
| 30D | +8.0% | +13.3% | -5.4% | +5.0% |
| 3M | +10.6% | -6.3% | +16.9% | +11.4% |
| 6M | +32.5% | +22.5% | +10.0% | +25.3% |
| YTD | -21.0% | +5.9% | -26.8% | -23.7% |
| 1Y | -9.9% | +24.7% | -34.6% | -16.1% |
| 3Y | +3.1% | +211.6% | -208.4% | -24.4% |
| 5Y | -13.4% | +130.6% | -144.0% | -34.7% |
| 10Y | +37.1% | +96.5% | -59.3% | +3.0% |
| All | +37.1% | +97.8% | -60.6% | +3.0% |
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