-13.4%
CTSH vs UAL
+129.5%
-143.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.8% | +0.9% | -0.6% |
| 7D | -2.1% | +2.3% | -4.3% | -2.5% |
| 30D | +8.0% | +13.3% | -5.4% | +5.2% |
| 3M | +10.6% | -6.3% | +16.9% | +11.4% |
| 6M | +32.5% | +22.5% | +10.0% | +25.5% |
| YTD | -21.0% | +5.9% | -26.8% | -23.5% |
| 1Y | -9.9% | +24.7% | -34.6% | -15.9% |
| 3Y | +3.1% | +211.6% | -208.4% | -25.2% |
| 5Y | -13.4% | +130.6% | -144.0% | -33.9% |
| All | -13.4% | +129.5% | -143.0% | -33.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling