+70.5%
CF vs UMAC
+195.7%
-125.3%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -6.5% | +7.8% | +1.4% |
| 7D | +5.4% | +10.1% | -4.8% | +5.2% |
| 30D | +6.5% | -39.1% | +45.7% | +7.1% |
| 3M | +4.6% | -56.2% | +60.9% | +5.5% |
| 6M | -3.3% | -16.2% | +12.9% | -4.1% |
| YTD | +63.9% | -7.1% | +71.0% | +62.0% |
| 1Y | +50.4% | +10.3% | +40.2% | +48.2% |
| All | +70.5% | +195.7% | -125.3% | +57.2% |
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