+35.0%
CAH vs UMAC
+2.9%
+32.1%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -10.9% | +14.4% | +3.4% |
| 7D | +7.0% | -26.0% | +33.1% | +6.7% |
| 30D | +12.4% | -40.3% | +52.7% | +11.9% |
| 3M | +12.2% | -51.1% | +63.3% | +11.6% |
| 6M | +33.2% | -5.6% | +38.9% | +32.6% |
| YTD | +28.4% | +2.3% | +26.1% | +29.2% |
| 1Y | +35.0% | +7.9% | +27.2% | +35.1% |
| All | +35.0% | +2.9% | +32.1% | +35.1% |
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