+4,486.1%
UNP vs CTSH
+34,247.0%
-29,760.9%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.6% | +3.8% | +0.8% |
| 7D | -5.3% | -2.7% | -2.6% | -4.9% |
| 30D | -1.5% | +12.4% | -13.9% | -3.8% |
| 3M | +10.3% | +17.4% | -7.1% | +6.3% |
| 6M | +9.7% | -3.1% | +12.7% | +9.1% |
| YTD | +27.1% | -23.6% | +50.7% | +31.8% |
| 1Y | +32.6% | -10.8% | +43.4% | +33.3% |
| 3Y | +40.0% | -8.3% | +48.3% | +39.7% |
| 5Y | +50.8% | -11.3% | +62.2% | +50.2% |
| 10Y | +278.6% | +22.6% | +256.0% | +252.2% |
| All | +4,486.1% | +34,247.0% | -29,760.9% | +2,301.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling