+83.3%
CF vs UMAC
+549.5%
-466.2%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +9.3% | -8.6% | +0.6% |
| 7D | -0.9% | +14.7% | -15.6% | -1.1% |
| 30D | +18.1% | -0.5% | +18.6% | +18.0% |
| 3M | +23.4% | +0.5% | +22.9% | +23.1% |
| 6M | +17.1% | +57.9% | -40.8% | +15.4% |
| YTD | +76.2% | +103.9% | -27.7% | +72.7% |
| 1Y | +62.3% | +159.3% | -97.0% | +58.1% |
| All | +83.3% | +549.5% | -466.2% | +67.6% |
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 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