-10.3%
CSGP vs UMAC
-13.6%
+3.3%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +10.8% | -15.5% | -3.9% |
| 7D | +1.3% | -23.4% | +24.6% | -0.2% |
| 30D | +10.7% | -45.6% | +56.3% | +7.4% |
| 3M | +3.3% | -50.9% | +54.2% | +0.2% |
| 6M | -10.3% | -16.5% | +6.2% | -10.0% |
| All | -10.3% | -13.6% | +3.3% | -10.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling