+4.0%
CTSH vs UPS
-6.1%
+10.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.1% | +2.1% | +2.2% |
| 7D | +1.8% | +1.7% | +0.1% | +1.4% |
| 30D | +9.8% | +17.4% | -7.6% | +5.4% |
| 3M | +12.1% | +7.7% | +4.4% | +9.9% |
| 6M | +27.4% | +13.8% | +13.6% | +22.5% |
| YTD | -20.3% | +17.3% | -37.5% | -24.4% |
| 1Y | -8.8% | +27.2% | -36.0% | -15.5% |
| 3Y | +4.0% | -5.6% | +9.7% | -4.5% |
| All | +4.0% | -6.1% | +10.1% | -4.5% |
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