-11.3%
CTSH vs UPS
-26.6%
+15.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.8% | -2.1% | -3.4% |
| 7D | -5.5% | -2.1% | -3.4% | -5.0% |
| 30D | +4.5% | -2.3% | +6.8% | +5.1% |
| 3M | +13.7% | -5.2% | +19.0% | +14.7% |
| 6M | -8.4% | +1.4% | -9.8% | -9.7% |
| YTD | -26.5% | +6.1% | -32.6% | -28.5% |
| 1Y | -13.9% | +27.0% | -40.9% | -20.5% |
| 3Y | -11.3% | -25.9% | +14.6% | -10.2% |
| All | -11.3% | -26.6% | +15.2% | -10.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling