-11.4%
CTSH vs UL
-0.4%
-11.0%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.4% | -1.4% | -1.2% |
| 7D | -4.2% | -2.5% | -1.7% | -3.3% |
| 30D | +3.9% | +5.7% | -1.7% | +2.3% |
| 3M | +10.2% | +7.0% | +3.2% | +8.2% |
| 6M | +35.3% | +16.1% | +19.2% | +31.2% |
| YTD | -21.8% | +3.6% | -25.4% | -24.5% |
| All | -11.4% | -0.4% | -11.0% | -13.5% |
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 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