+39.2%
CB vs UMAC
+549.5%
-510.3%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +9.3% | -10.8% | -1.4% |
| 7D | -0.6% | +14.7% | -15.3% | -0.5% |
| 30D | -3.9% | -0.5% | -3.4% | -3.8% |
| 3M | +4.9% | +0.5% | +4.4% | +5.2% |
| 6M | +3.3% | +57.9% | -54.7% | +3.9% |
| YTD | +8.5% | +103.9% | -95.4% | +9.3% |
| 1Y | +22.1% | +159.3% | -137.2% | +23.1% |
| All | +39.2% | +549.5% | -510.3% | +43.3% |
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