+125.9%
CTSH vs URA
-31.1%
+157.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.8% | -4.4% | -3.8% |
| 7D | -2.7% | +1.1% | -3.8% | -3.0% |
| 30D | +12.4% | +7.4% | +5.0% | +10.2% |
| 3M | +17.4% | -8.4% | +25.8% | +18.7% |
| 6M | -3.1% | -12.7% | +9.6% | -2.1% |
| YTD | -23.6% | +7.8% | -31.4% | -28.3% |
| 1Y | -10.8% | +19.5% | -30.3% | -20.3% |
| 3Y | -8.3% | +116.4% | -124.7% | -35.1% |
| 5Y | -11.3% | +134.3% | -145.6% | -42.3% |
| 10Y | +22.6% | +359.3% | -336.6% | -42.9% |
| All | +125.9% | -31.1% | +157.0% | +88.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling