-62.5%
CSGP vs UMAC
+494.0%
-556.5%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.1% | +0.6% | -2.4% |
| 7D | -4.1% | -0.9% | -3.1% | -4.0% |
| 30D | +2.3% | -7.7% | +10.0% | +2.3% |
| 3M | -8.2% | -26.4% | +18.3% | -7.8% |
| 6M | -35.1% | +61.9% | -96.9% | -37.3% |
| YTD | -54.0% | +86.5% | -140.5% | -56.0% |
| 1Y | -65.3% | +156.3% | -221.6% | -67.4% |
| All | -62.5% | +494.0% | -556.5% | -68.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling