+21.0%
CTSH vs UEC
+908.7%
-887.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.4% | -0.4% | -2.6% |
| 7D | -8.2% | -0.2% | -8.0% | -8.2% |
| 30D | +0.4% | +1.9% | -1.5% | +0.1% |
| 3M | +10.6% | +8.9% | +1.7% | +8.9% |
| 6M | -8.8% | -14.5% | +5.6% | -9.1% |
| YTD | -28.6% | -0.7% | -27.9% | -30.6% |
| 1Y | -15.9% | -4.1% | -11.9% | -19.0% |
| 3Y | -13.9% | +148.9% | -162.8% | -29.3% |
| 5Y | -17.1% | +300.0% | -317.1% | -40.4% |
| 10Y | +21.0% | +994.3% | -973.3% | -35.9% |
| All | +21.0% | +908.7% | -887.7% | -35.9% |
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