+244.1%
CTSH vs UEC
+7.8%
+236.3%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -5.9% | +8.1% | +2.7% |
| 7D | +1.8% | -5.2% | +7.0% | +2.1% |
| 30D | +9.8% | -22.0% | +31.8% | +11.9% |
| 3M | +12.1% | -37.0% | +49.1% | +16.2% |
| 6M | +27.4% | -52.7% | +80.1% | +34.1% |
| YTD | -20.3% | -38.6% | +18.3% | -19.3% |
| 1Y | -8.8% | -44.6% | +35.8% | -7.1% |
| 3Y | +4.0% | +27.1% | -23.1% | -7.2% |
| 5Y | -12.2% | +37.9% | -50.1% | -26.6% |
| 10Y | +38.7% | +631.6% | -592.9% | -14.7% |
| All | +244.1% | +7.8% | +236.3% | +81.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling