+142.3%
CCJ vs UMAC
+549.5%
-407.2%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +9.3% | -8.1% | +0.6% |
| 7D | +5.9% | +14.7% | -8.8% | +4.9% |
| 30D | +4.7% | -0.5% | +5.2% | +4.3% |
| 3M | -3.3% | +0.5% | -3.8% | -4.4% |
| 6M | -7.0% | +57.9% | -65.0% | -11.6% |
| YTD | +11.5% | +103.9% | -92.5% | +4.3% |
| 1Y | +32.3% | +159.3% | -127.0% | +21.9% |
| All | +142.3% | +549.5% | -407.2% | +128.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling