-7.6%
CTSH vs UPS
+29.9%
-37.6%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +4.7% | -1.7% | +2.2% |
| 7D | -0.9% | +8.2% | -9.1% | -2.3% |
| 30D | +13.1% | +22.7% | -9.6% | +8.8% |
| 3M | +17.9% | +6.4% | +11.4% | +15.6% |
| 6M | +28.5% | +22.6% | +5.9% | +22.6% |
| YTD | -19.3% | +20.7% | -40.0% | -23.5% |
| 1Y | -7.6% | +30.6% | -38.3% | -16.0% |
| All | -7.6% | +29.9% | -37.6% | -16.0% |
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