-12.0%
CTSH vs UL
+0.7%
-12.6%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.1% | -1.7% | -1.0% |
| 7D | -2.1% | +1.1% | -3.3% | -2.5% |
| 30D | +1.4% | +4.5% | -3.1% | 0.0% |
| 3M | +7.5% | +6.5% | +1.0% | +5.5% |
| 6M | +39.6% | +18.2% | +21.4% | +34.8% |
| YTD | -22.3% | +4.7% | -27.0% | -25.2% |
| 1Y | -12.0% | +0.8% | -12.7% | -14.4% |
| All | -12.0% | +0.7% | -12.6% | -14.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling