+282.5%
UNP vs CTSH
+18.6%
+263.9%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.9% | +1.6% | -0.2% |
| 7D | -1.7% | -8.2% | +6.5% | +1.3% |
| 30D | -2.1% | +0.4% | -2.5% | -2.5% |
| 3M | +5.4% | +10.6% | -5.1% | +0.3% |
| 6M | +13.4% | -8.8% | +22.2% | +15.3% |
| YTD | +25.0% | -28.6% | +53.6% | +39.3% |
| 1Y | +34.6% | -15.9% | +50.5% | +39.3% |
| 3Y | +43.6% | -13.9% | +57.5% | +45.6% |
| 5Y | +51.7% | -17.1% | +68.8% | +52.2% |
| 10Y | +282.5% | +21.0% | +261.5% | +230.4% |
| All | +282.5% | +18.6% | +263.9% | +230.4% |
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