-10.8%
CTSH vs UPS
+27.3%
-38.1%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.2% | -2.4% | -3.4% |
| 7D | -2.7% | -2.9% | +0.2% | -2.3% |
| 30D | +12.4% | -3.5% | +15.9% | +12.8% |
| 3M | +17.4% | -5.7% | +23.1% | +18.0% |
| 6M | -3.1% | -4.4% | +1.3% | -2.4% |
| YTD | -23.6% | +8.0% | -31.6% | -25.8% |
| 1Y | -10.8% | +29.0% | -39.9% | -20.9% |
| All | -10.8% | +27.3% | -38.1% | -20.9% |
Cumulative growth
Daily Returns
Daily percentage return beside UPS.
Daily Out/Under-Performance
Portfolio return minus UPS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UPS 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 1y: compounded portfolio wealth divided by compounded UPS 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…
1y analysis · Full analysis span regression · 6 months rolling