+51.4%
CCL vs UMAC
+473.8%
-422.4%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.5% | +3.7% | +1.3% |
| 7D | -3.2% | -3.4% | +0.2% | -3.1% |
| 30D | -17.8% | -15.1% | -2.7% | -17.4% |
| 3M | -18.7% | -10.8% | -7.9% | -18.8% |
| 6M | -11.4% | +15.7% | -27.1% | -13.6% |
| YTD | -24.3% | +80.1% | -104.5% | -28.0% |
| 1Y | -28.8% | +116.7% | -145.5% | -33.2% |
| All | +51.4% | +473.8% | -422.4% | +28.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling