-11.4%
CTSH vs UMAC
+14.1%
-25.5%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -6.5% | +5.4% | -1.4% |
| 7D | -4.2% | +10.1% | -14.3% | -3.6% |
| 30D | +3.9% | -39.1% | +43.1% | +1.9% |
| 3M | +10.2% | -56.2% | +66.4% | +6.9% |
| 6M | +35.3% | -16.2% | +51.5% | +36.5% |
| YTD | -21.8% | -7.1% | -14.7% | -21.1% |
| All | -11.4% | +14.1% | -25.5% | -11.6% |
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 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