+4,310.5%
CTSH vs UMC
+166.6%
+4,143.9%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.3% | +1.1% | -0.5% |
| 7D | -2.6% | +11.2% | -13.8% | -5.7% |
| 30D | +0.9% | -28.0% | +28.9% | +9.1% |
| 3M | +6.9% | -20.5% | +27.4% | +11.0% |
| 6M | +38.8% | -1.6% | +40.4% | +28.1% |
| YTD | -22.7% | +99.4% | -122.1% | -44.5% |
| 1Y | -12.4% | +120.4% | -132.8% | -39.2% |
| 3Y | +1.3% | +134.2% | -133.0% | -33.0% |
| 5Y | -16.3% | +78.8% | -95.1% | -41.3% |
| 10Y | +34.1% | +1,280.4% | -1,246.3% | -57.6% |
| All | +4,310.5% | +166.6% | +4,143.9% | +1,325.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling