+35.7%
CTSH vs UEC
+631.2%
-595.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -5.9% | +4.9% | -0.5% |
| 7D | -4.2% | +4.9% | -9.1% | -4.7% |
| 30D | +3.9% | -17.5% | +21.4% | +5.3% |
| 3M | +10.2% | -40.1% | +50.3% | +14.5% |
| 6M | +35.3% | -56.1% | +91.4% | +43.4% |
| YTD | -21.8% | -41.8% | +20.0% | -20.7% |
| 1Y | -12.1% | -44.8% | +32.7% | -10.8% |
| 3Y | +2.0% | +20.6% | -18.5% | -10.2% |
| 5Y | -15.3% | +24.3% | -39.6% | -30.5% |
| All | +35.7% | +631.2% | -595.5% | -26.3% |
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