+18.7%
CTSH vs UPS
+37.5%
-18.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.5% | -0.1% |
| 7D | -9.8% | -3.4% | -6.4% | -8.4% |
| 30D | +0.1% | -2.7% | +2.9% | +1.3% |
| 3M | +13.2% | -1.6% | +14.9% | +13.1% |
| 6M | -6.2% | +2.3% | -8.5% | -8.6% |
| YTD | -28.5% | +5.6% | -34.0% | -31.5% |
| 1Y | -13.8% | +27.1% | -40.8% | -24.2% |
| 3Y | -13.7% | -26.3% | +12.6% | -6.5% |
| 5Y | -16.7% | -34.5% | +17.8% | -6.3% |
| All | +18.7% | +37.5% | -18.7% | -16.4% |
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