-12.7%
CTSH vs UMAC
+195.7%
-208.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -6.5% | +5.4% | -1.1% |
| 7D | -4.2% | +10.1% | -14.3% | -4.2% |
| 30D | +3.9% | -39.1% | +43.1% | +4.0% |
| 3M | +10.2% | -56.2% | +66.4% | +10.4% |
| 6M | +35.3% | -16.2% | +51.5% | +34.3% |
| YTD | -21.8% | -7.1% | -14.7% | -22.9% |
| 1Y | -12.1% | +10.3% | -22.4% | -13.8% |
| All | -12.7% | +195.7% | -208.4% | -20.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling