+501.7%
CTSH vs UAL
+239.3%
+262.4%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -4.6% | +5.7% | +2.0% |
| 7D | +6.4% | +5.0% | +1.4% | +5.4% |
| 30D | +16.3% | -1.2% | +17.5% | +16.3% |
| 3M | +20.0% | -16.8% | +36.8% | +23.5% |
| 6M | +29.9% | +18.0% | +12.0% | +24.3% |
| YTD | -18.4% | -1.2% | -17.2% | -20.0% |
| 1Y | -8.9% | +14.3% | -23.2% | -13.2% |
| 3Y | +6.0% | +194.6% | -188.6% | -18.8% |
| 5Y | -9.3% | +109.6% | -118.9% | -28.1% |
| 10Y | +46.7% | +93.1% | -46.3% | +6.2% |
| All | +501.7% | +239.3% | +262.4% | +172.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling