+35,729.8%
CTSH vs UL
+505.2%
+35,224.6%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.2% | +2.4% | +2.3% |
| 7D | +1.8% | +2.6% | -0.7% | +0.7% |
| 30D | +9.8% | +6.8% | +3.0% | +6.7% |
| 3M | +12.1% | +5.7% | +6.4% | +9.4% |
| 6M | +27.4% | +15.9% | +11.5% | +19.1% |
| YTD | -20.3% | +4.3% | -24.5% | -22.5% |
| 1Y | -8.8% | -0.4% | -8.4% | -9.6% |
| 3Y | +4.0% | +35.0% | -30.9% | -11.7% |
| 5Y | -12.2% | +31.6% | -43.8% | -26.1% |
| 10Y | +38.7% | +104.6% | -65.9% | -6.9% |
| All | +35,729.8% | +505.2% | +35,224.6% | +14,091.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling