+35.7%
CTSH vs UPS
+41.3%
-5.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.8% | +0.8% | -0.3% |
| 7D | -4.2% | -0.6% | -3.6% | -4.0% |
| 30D | +3.9% | +16.4% | -12.5% | -2.7% |
| 3M | +10.2% | +7.9% | +2.3% | +6.6% |
| 6M | +35.3% | +15.8% | +19.5% | +25.7% |
| YTD | -21.8% | +16.6% | -38.4% | -28.3% |
| 1Y | -12.1% | +22.3% | -34.4% | -21.2% |
| 3Y | +2.0% | -6.2% | +8.3% | -1.2% |
| 5Y | -15.3% | -34.4% | +19.1% | -3.8% |
| All | +35.7% | +41.3% | -5.6% | -3.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling