-12.1%
CTSH vs UL
+31.0%
-43.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.5% | -0.2% | -1.9% |
| 7D | -0.6% | +1.1% | -1.7% | -0.9% |
| 30D | +13.4% | +8.2% | +5.2% | +10.8% |
| 3M | +14.4% | +4.5% | +9.9% | +13.0% |
| 6M | +27.7% | +12.6% | +15.2% | +23.4% |
| YTD | -20.6% | +3.5% | -24.1% | -21.9% |
| 1Y | -9.1% | -0.4% | -8.7% | -9.6% |
| 3Y | +3.1% | +36.0% | -32.9% | -8.8% |
| All | -12.1% | +31.0% | -43.0% | -24.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling