-17.1%
CTSH vs UMC
+145.1%
-162.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +4.0% | -6.9% | -3.3% |
| 7D | -8.2% | +13.6% | -21.8% | -9.6% |
| 30D | +0.4% | +20.8% | -20.4% | -1.9% |
| 3M | +10.6% | +16.1% | -5.6% | +4.9% |
| 6M | -8.8% | +137.3% | -146.1% | -27.7% |
| YTD | -28.6% | +193.8% | -222.4% | -47.8% |
| 1Y | -15.9% | +236.1% | -252.0% | -41.2% |
| 3Y | -13.9% | +267.1% | -281.0% | -43.7% |
| 5Y | -17.1% | +145.3% | -162.4% | -41.6% |
| All | -17.1% | +145.1% | -162.2% | -41.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling