+47.2%
CAPR vs UMAC
+2.9%
+44.3%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | -10.9% | +19.1% | +12.6% |
| 7D | +43.2% | -26.0% | +69.2% | +59.6% |
| 30D | +14.7% | -40.3% | +55.0% | +39.0% |
| 3M | +113.9% | -51.1% | +165.1% | +177.6% |
| 6M | -73.4% | -5.6% | -67.7% | -84.5% |
| YTD | -69.1% | +2.3% | -71.4% | -93.3% |
| 1Y | +47.2% | +7.9% | +39.3% | -94.4% |
| All | +47.2% | +2.9% | +44.3% | -94.4% |
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