-11.3%
CTSH vs UMC
+252.5%
-263.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +5.1% | -8.9% | -3.7% |
| 7D | -5.5% | +6.6% | -12.1% | -5.3% |
| 30D | +4.5% | +16.6% | -12.0% | +4.9% |
| 3M | +13.7% | +11.0% | +2.7% | +12.0% |
| 6M | -8.4% | +131.3% | -139.7% | -17.5% |
| YTD | -26.5% | +182.5% | -209.0% | -37.0% |
| 1Y | -13.9% | +222.3% | -236.2% | -28.5% |
| 3Y | -11.3% | +253.0% | -264.4% | -30.6% |
| All | -11.3% | +252.5% | -263.9% | -30.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling