+34.8%
CTSH vs UL
+109.3%
-74.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.1% | -1.7% | -1.1% |
| 7D | -2.1% | +1.1% | -3.3% | -2.6% |
| 30D | +1.4% | +4.5% | -3.1% | -0.4% |
| 3M | +7.5% | +6.5% | +1.0% | +4.7% |
| 6M | +39.6% | +18.2% | +21.4% | +30.1% |
| YTD | -22.3% | +4.7% | -27.0% | -24.4% |
| 1Y | -12.0% | +0.8% | -12.7% | -13.0% |
| 3Y | +1.8% | +35.9% | -34.1% | -13.8% |
| 5Y | -15.8% | +33.4% | -49.2% | -29.7% |
| All | +34.8% | +109.3% | -74.5% | +1.5% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 UL 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