+62.8%
CF vs UMAC
+237.0%
-174.2%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +13.3% | -13.4% | -0.2% |
| 7D | -0.9% | -5.5% | +4.7% | -0.8% |
| 30D | +6.9% | -35.3% | +42.2% | +7.5% |
| 3M | +4.8% | -48.4% | +53.2% | +5.6% |
| 6M | +4.7% | +0.4% | +4.2% | +3.5% |
| YTD | +56.5% | +5.8% | +50.7% | +54.5% |
| 1Y | +48.4% | +27.3% | +21.1% | +46.0% |
| All | +62.8% | +237.0% | -174.2% | +49.9% |
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