+284.1%
UNP vs CTSH
+39.6%
+244.5%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.2% | -1.0% | +0.4% |
| 7D | -0.9% | +1.8% | -2.8% | -1.6% |
| 30D | +8.0% | +9.8% | -1.8% | +3.9% |
| 3M | +3.3% | +12.1% | -8.8% | -2.0% |
| 6M | +14.7% | +27.4% | -12.7% | +1.9% |
| YTD | +31.9% | -20.3% | +52.2% | +40.7% |
| 1Y | +37.1% | -8.8% | +45.9% | +37.6% |
| 3Y | +51.9% | +4.0% | +47.8% | +41.7% |
| 5Y | +39.3% | -12.2% | +51.5% | +36.4% |
| 10Y | +284.1% | +38.7% | +245.4% | +210.7% |
| All | +284.1% | +39.6% | +244.5% | +210.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CTSH.
Daily Out/Under-Performance
Portfolio return minus CTSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTSH 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 CTSH 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