-10.9%
CTSH vs URA
+128.0%
-138.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.8% | -4.4% | -3.7% |
| 7D | -2.7% | +1.1% | -3.8% | -2.8% |
| 30D | +12.4% | +7.4% | +5.0% | +11.4% |
| 3M | +17.4% | -8.4% | +25.8% | +18.4% |
| 6M | -3.1% | -12.7% | +9.6% | -2.2% |
| YTD | -23.6% | +7.8% | -31.4% | -26.4% |
| 1Y | -10.8% | +19.5% | -30.3% | -16.9% |
| 3Y | -8.3% | +116.4% | -124.7% | -28.0% |
| All | -10.9% | +128.0% | -138.9% | -33.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling