-17.8%
CTSH vs UMAC
+473.8%
-491.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -2.5% | +5.3% | +2.9% |
| 7D | -3.7% | -3.4% | -0.3% | -3.7% |
| 30D | +3.7% | -15.1% | +18.8% | +3.8% |
| 3M | +17.9% | -10.8% | +28.7% | +18.0% |
| 6M | -2.6% | +15.7% | -18.3% | -3.2% |
| YTD | -26.4% | +80.1% | -106.5% | -27.5% |
| 1Y | -13.0% | +116.7% | -129.7% | -14.9% |
| All | -17.8% | +473.8% | -491.6% | -25.3% |
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