-63.1%
CAPR vs UMAC
+69.4%
-132.5%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.1% | +4.4% | +1.6% |
| 7D | -2.0% | -0.9% | -1.1% | -2.0% |
| 30D | +139.2% | -7.7% | +146.8% | +142.2% |
| 3M | -66.4% | -26.4% | -39.9% | -64.5% |
| 6M | -63.1% | +61.9% | -125.0% | -68.1% |
| All | -63.1% | +69.4% | -132.5% | -68.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling