+45.8%
CSX vs UMAC
+216.2%
-170.5%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.5% | +1.1% | +1.6% |
| 7D | -0.3% | -2.9% | +2.6% | -0.3% |
| 30D | +8.7% | -35.6% | +44.3% | +9.3% |
| 3M | +4.2% | -51.3% | +55.5% | +5.0% |
| 6M | +16.7% | -17.5% | +34.2% | +15.9% |
| YTD | +44.5% | -0.7% | +45.2% | +42.1% |
| 1Y | +50.3% | +16.5% | +33.8% | +47.0% |
| All | +45.8% | +216.2% | -170.5% | +33.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling