+3.1%
CTSH vs UEC
+19.3%
-16.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +6.8% | -9.5% | -2.6% |
| 7D | -0.6% | -10.2% | +9.6% | -0.7% |
| 30D | +13.4% | -26.9% | +40.3% | +13.1% |
| 3M | +14.4% | -35.7% | +50.1% | +14.1% |
| 6M | +27.7% | -56.1% | +83.8% | +27.8% |
| YTD | -20.6% | -40.8% | +20.1% | -21.4% |
| 1Y | -9.1% | -43.4% | +34.2% | -10.0% |
| 3Y | +3.1% | +25.4% | -22.3% | -5.5% |
| All | +3.1% | +19.3% | -16.2% | -5.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling