+50.0%
CSX vs UMAC
+6.6%
+43.4%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -6.5% | +7.4% | +0.9% |
| 7D | +3.1% | +10.1% | -7.1% | +3.2% |
| 30D | +9.7% | -39.1% | +48.9% | +9.4% |
| 3M | +4.9% | -56.2% | +61.2% | +4.5% |
| 6M | +18.4% | -16.2% | +34.6% | +17.8% |
| YTD | +45.9% | -7.1% | +53.0% | +42.3% |
| 1Y | +50.0% | +10.3% | +39.7% | +44.7% |
| All | +50.0% | +6.6% | +43.4% | +44.7% |
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 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