-1.8%
CARR vs UMAC
+2.9%
-4.7%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -10.9% | +11.4% | +0.8% |
| 7D | -0.7% | -26.0% | +25.4% | 0.0% |
| 30D | +0.3% | -40.3% | +40.6% | +1.4% |
| 3M | -14.9% | -51.1% | +36.2% | -13.7% |
| 6M | -14.9% | -5.6% | -9.2% | -14.4% |
| YTD | +7.0% | +2.3% | +4.7% | +5.8% |
| 1Y | -1.8% | +7.9% | -9.6% | -3.4% |
| All | -1.8% | +2.9% | -4.7% | -3.4% |
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