-61.1%
CSGP vs UMAC
+168.5%
-229.6%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -17.6% | +15.9% | -1.3% |
| 7D | +13.9% | -37.8% | +51.7% | +14.9% |
| 30D | +16.0% | -52.0% | +68.0% | +17.7% |
| 3M | +6.1% | -58.3% | +64.3% | +7.8% |
| 6M | -8.2% | -21.0% | +12.8% | -9.8% |
| YTD | -52.3% | -15.7% | -36.6% | -53.7% |
| 1Y | -54.5% | -9.8% | -44.7% | -56.0% |
| All | -61.1% | +168.5% | -229.6% | -67.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling