+34.8%
CF vs UMAC
+2.9%
+31.9%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -10.9% | +6.5% | -4.2% |
| 7D | -6.9% | -26.0% | +19.2% | -6.4% |
| 30D | -3.7% | -40.3% | +36.6% | -2.8% |
| 3M | -5.0% | -51.1% | +46.2% | -3.8% |
| 6M | -10.5% | -5.6% | -4.8% | -14.0% |
| YTD | +46.5% | +2.3% | +44.2% | +39.4% |
| 1Y | +34.8% | +7.9% | +27.0% | +28.7% |
| All | +34.8% | +2.9% | +31.9% | +28.7% |
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