+163.9%
CAPR vs UMAC
+195.7%
-31.8%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -6.5% | -2.3% | -7.8% |
| 7D | +19.1% | +10.1% | +8.9% | +17.7% |
| 30D | +48.8% | -39.1% | +88.0% | +58.6% |
| 3M | +144.4% | -56.2% | +200.6% | +172.5% |
| 6M | -67.5% | -16.2% | -51.3% | -69.3% |
| YTD | -64.5% | -7.1% | -57.4% | -67.8% |
| 1Y | +74.4% | +10.3% | +64.2% | +52.6% |
| All | +163.9% | +195.7% | -31.8% | +118.0% |
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