+53.0%
CSX vs UMAC
+168.1%
-115.1%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +9.3% | -10.2% | -0.8% |
| 7D | +0.6% | +14.7% | -14.1% | +0.6% |
| 30D | -2.3% | -0.5% | -1.8% | -2.3% |
| 3M | +4.3% | +0.5% | +3.8% | +4.4% |
| 6M | +23.4% | +57.9% | -34.6% | +22.7% |
| YTD | +36.4% | +103.9% | -67.5% | +33.8% |
| 1Y | +53.0% | +159.3% | -106.2% | +49.4% |
| All | +53.0% | +168.1% | -115.1% | +49.4% |
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