+67.0%
CF vs UMAC
+214.8%
-147.7%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -6.6% | +9.2% | +2.7% |
| 7D | +4.8% | -13.9% | +18.6% | +4.9% |
| 30D | +9.7% | -39.6% | +49.3% | +10.3% |
| 3M | +1.2% | -53.6% | +54.9% | +2.1% |
| 6M | +7.4% | -6.2% | +13.6% | +6.3% |
| YTD | +60.5% | -1.2% | +61.7% | +58.6% |
| 1Y | +50.7% | +9.7% | +41.1% | +48.6% |
| All | +67.0% | +214.8% | -147.7% | +53.9% |
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