-17.9%
CTSH vs UMAC
+549.5%
-567.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +9.3% | -13.2% | -3.9% |
| 7D | -5.5% | +14.7% | -20.2% | -5.5% |
| 30D | +4.5% | -0.5% | +5.0% | +4.5% |
| 3M | +13.7% | +0.5% | +13.2% | +13.8% |
| 6M | -8.4% | +57.9% | -66.3% | -9.2% |
| YTD | -26.5% | +103.9% | -130.4% | -27.7% |
| 1Y | -13.9% | +159.3% | -173.2% | -15.9% |
| All | -17.9% | +549.5% | -567.4% | -25.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling