+34.8%
CTSH vs UAL
+80.6%
-45.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.7% | +1.1% | -0.3% |
| 7D | -2.1% | -3.0% | +0.9% | -1.7% |
| 30D | +1.4% | +10.5% | -9.1% | -0.9% |
| 3M | +7.5% | -13.5% | +20.9% | +9.9% |
| 6M | +39.6% | +14.2% | +25.3% | +33.7% |
| YTD | -22.3% | -2.2% | -20.1% | -23.9% |
| 1Y | -12.0% | +12.5% | -24.4% | -16.3% |
| 3Y | +1.8% | +186.8% | -185.0% | -24.2% |
| 5Y | -15.8% | +119.4% | -135.2% | -35.9% |
| All | +34.8% | +80.6% | -45.7% | +3.1% |
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