-17.1%
CTSH vs UPS
-35.0%
+17.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.3% | -1.6% | -2.5% |
| 7D | -8.2% | -3.7% | -4.5% | -7.0% |
| 30D | +0.4% | -3.7% | +4.1% | +1.7% |
| 3M | +10.6% | -6.6% | +17.1% | +12.4% |
| 6M | -8.8% | +2.6% | -11.4% | -10.9% |
| YTD | -28.6% | +4.8% | -33.4% | -31.0% |
| 1Y | -15.9% | +25.3% | -41.2% | -24.3% |
| 3Y | -13.9% | -26.9% | +13.0% | -7.6% |
| 5Y | -17.1% | -33.5% | +16.4% | -8.7% |
| All | -17.1% | -35.0% | +17.9% | -8.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling