+4,261.5%
CTSH vs UMC
+259.6%
+4,001.9%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +4.6% | -8.2% | -4.9% |
| 7D | -2.7% | +5.0% | -7.7% | -4.2% |
| 30D | +12.4% | +7.7% | +4.7% | +9.6% |
| 3M | +17.4% | +1.7% | +15.7% | +11.3% |
| 6M | -3.1% | +113.9% | -117.0% | -28.4% |
| YTD | -23.6% | +168.9% | -192.5% | -48.4% |
| 1Y | -10.8% | +207.2% | -218.0% | -42.5% |
| 3Y | -8.3% | +227.7% | -236.0% | -43.7% |
| 5Y | -11.3% | +118.0% | -129.4% | -39.8% |
| 10Y | +22.6% | +1,682.1% | -1,659.5% | -63.0% |
| All | +4,261.5% | +259.6% | +4,001.9% | +1,225.7% |
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