-53.3%
CSGP vs UMAC
+2.9%
-56.2%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -10.9% | +14.9% | +3.8% |
| 7D | +18.3% | -26.0% | +44.4% | +17.8% |
| 30D | +17.8% | -40.3% | +58.1% | +17.2% |
| 3M | +9.3% | -51.1% | +60.4% | +8.7% |
| 6M | -7.9% | -5.6% | -2.3% | -11.1% |
| YTD | -51.5% | +2.3% | -53.8% | -54.3% |
| 1Y | -53.3% | +7.9% | -61.2% | -56.5% |
| All | -53.3% | +2.9% | -56.2% | -56.5% |
Cumulative growth
Daily Returns
Daily percentage return beside UMAC.
Daily Out/Under-Performance
Portfolio return minus UMAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMAC 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 1y: compounded portfolio wealth divided by compounded UMAC 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…
1y analysis · Full analysis span regression · 6 months rolling