+34,247.0%
CTSH vs UL
+484.6%
+33,762.4%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.1% | -3.5% | -3.6% |
| 7D | -2.7% | -1.3% | -1.4% | -2.1% |
| 30D | +12.4% | +0.5% | +11.9% | +12.1% |
| 3M | +17.4% | +17.6% | -0.2% | +8.9% |
| 6M | -3.1% | -5.4% | +2.3% | -1.2% |
| YTD | -23.6% | +0.7% | -24.3% | -24.5% |
| 1Y | -10.8% | -9.3% | -1.6% | -8.0% |
| 3Y | -8.3% | +24.5% | -32.8% | -19.4% |
| 5Y | -11.3% | +23.2% | -34.5% | -23.1% |
| 10Y | +22.6% | +64.5% | -41.9% | -9.2% |
| All | +34,247.0% | +484.6% | +33,762.4% | +13,712.5% |
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 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