+37.1%
CTSH vs URA
+277.9%
-240.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.5% | -2.4% | -1.1% |
| 7D | -2.1% | +2.9% | -4.9% | -2.7% |
| 30D | +8.0% | -10.8% | +18.8% | +9.8% |
| 3M | +10.6% | -25.5% | +36.1% | +15.9% |
| 6M | +32.5% | -41.2% | +73.7% | +44.7% |
| YTD | -21.0% | -21.3% | +0.3% | -21.1% |
| 1Y | -9.9% | -25.7% | +15.8% | -9.1% |
| 3Y | +3.1% | +43.1% | -39.9% | -17.3% |
| 5Y | -13.4% | +35.6% | -49.0% | -32.2% |
| 10Y | +37.1% | +281.3% | -244.2% | -39.5% |
| All | +37.1% | +277.9% | -240.8% | -39.5% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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