+37.8%
CTSH vs UEC
+765.9%
-728.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +10.1% | -11.8% | -2.6% |
| 7D | -2.3% | +1.5% | -3.8% | -2.6% |
| 30D | +7.4% | -17.1% | +24.5% | +8.8% |
| 3M | +10.9% | -32.3% | +43.3% | +14.1% |
| 6M | +24.7% | -49.7% | +74.4% | +30.5% |
| YTD | -22.0% | -34.8% | +12.8% | -21.7% |
| 1Y | -11.2% | -37.5% | +26.4% | -10.8% |
| 3Y | +3.9% | +37.1% | -33.2% | -9.6% |
| 5Y | -13.9% | +44.3% | -58.3% | -30.3% |
| 10Y | +37.8% | +737.4% | -699.6% | -27.0% |
| All | +37.8% | +765.9% | -728.1% | -27.0% |
Cumulative growth
Daily Returns
Daily percentage return beside UEC.
Daily Out/Under-Performance
Portfolio return minus UEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UEC 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 UEC 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