+34.8%
CTSH vs UMC
+1,272.7%
-1,237.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.3% | +1.6% | -0.3% |
| 7D | -2.1% | +11.2% | -13.3% | -3.6% |
| 30D | +1.4% | -28.0% | +29.4% | +5.5% |
| 3M | +7.5% | -20.5% | +28.0% | +9.5% |
| 6M | +39.6% | -1.6% | +41.1% | +31.3% |
| YTD | -22.3% | +99.4% | -121.7% | -38.7% |
| 1Y | -12.0% | +120.4% | -132.4% | -32.2% |
| 3Y | +1.8% | +134.2% | -132.4% | -24.4% |
| 5Y | -15.8% | +78.8% | -94.7% | -35.4% |
| All | +34.8% | +1,272.7% | -1,237.9% | -33.9% |
Cumulative growth
Daily Returns
Daily percentage return beside UMC.
Daily Out/Under-Performance
Portfolio return minus UMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMC 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 10y: compounded portfolio wealth divided by compounded UMC 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…
10y analysis · Full analysis span regression · 6 months rolling