+6,701.4%
CTSH vs UPS
+243.4%
+6,458.0%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.2% | -2.4% | -2.9% |
| 7D | -2.7% | -2.9% | +0.2% | -1.0% |
| 30D | +12.4% | -3.5% | +15.9% | +14.6% |
| 3M | +17.4% | -5.7% | +23.1% | +20.1% |
| 6M | -3.1% | -4.4% | +1.3% | -3.0% |
| YTD | -23.6% | +8.0% | -31.6% | -29.1% |
| 1Y | -10.8% | +29.0% | -39.9% | -26.1% |
| 3Y | -8.3% | -27.7% | +19.4% | +2.5% |
| 5Y | -11.3% | -34.3% | +23.0% | +2.0% |
| 10Y | +22.6% | +37.8% | -15.2% | -22.8% |
| All | +6,701.4% | +243.4% | +6,458.0% | +2,130.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling