-54.9%
CSGP vs UMAC
+9.5%
-64.4%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -6.6% | +3.7% | -3.0% |
| 7D | -3.2% | -13.9% | +10.7% | -3.4% |
| 30D | +2.2% | -39.6% | +41.8% | +1.7% |
| 3M | -3.7% | -53.6% | +50.0% | -4.2% |
| 6M | -7.4% | -6.2% | -1.3% | -10.5% |
| YTD | -54.9% | -1.2% | -53.7% | -57.2% |
| 1Y | -54.9% | +9.7% | -64.6% | -57.9% |
| All | -54.9% | +9.5% | -64.4% | -57.9% |
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