+48.4%
CF vs UMAC
+14.0%
+34.5%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.5% | +0.2% | +0.7% |
| 7D | +10.4% | -2.9% | +13.3% | +10.3% |
| 30D | +7.6% | -35.6% | +43.1% | +8.2% |
| 3M | +5.2% | -51.3% | +56.4% | +6.2% |
| 6M | -0.1% | -17.5% | +17.5% | -2.8% |
| YTD | +61.7% | -0.7% | +62.4% | +54.6% |
| All | +48.4% | +14.0% | +34.5% | +41.2% |
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 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