+3.1%
CTSH vs URA
+36.0%
-32.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +4.4% | -7.1% | -2.7% |
| 7D | -0.6% | -4.1% | +3.5% | -0.6% |
| 30D | +13.4% | -19.0% | +32.4% | +13.3% |
| 3M | +14.4% | -25.1% | +39.6% | +14.4% |
| 6M | +27.7% | -44.5% | +72.2% | +29.6% |
| YTD | -20.6% | -24.3% | +3.7% | -22.0% |
| 1Y | -9.1% | -28.1% | +19.0% | -10.4% |
| 3Y | +3.1% | +40.7% | -37.6% | -12.1% |
| All | +3.1% | +36.0% | -32.9% | -12.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling