+229.9%
CTSH vs UEC
+73.5%
+156.4%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.3% | -3.9% | -3.6% |
| 7D | -2.7% | -6.9% | +4.2% | -2.1% |
| 30D | +12.4% | +7.6% | +4.7% | +11.4% |
| 3M | +17.4% | -18.4% | +35.8% | +18.6% |
| 6M | -3.1% | -23.3% | +20.2% | -2.5% |
| YTD | -23.6% | -1.2% | -22.4% | -25.6% |
| 1Y | -10.8% | +2.3% | -13.1% | -14.5% |
| 3Y | -8.3% | +162.3% | -170.6% | -23.6% |
| 5Y | -11.3% | +287.2% | -298.6% | -33.2% |
| 10Y | +22.6% | +1,009.6% | -987.0% | -27.1% |
| All | +229.9% | +73.5% | +156.4% | +67.6% |
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