+82.0%
CF vs UMAC
+494.0%
-412.0%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -3.1% | -0.2% | -3.2% |
| 7D | +6.0% | -0.9% | +6.9% | +6.0% |
| 30D | +14.8% | -7.7% | +22.5% | +14.9% |
| 3M | +14.1% | -26.4% | +40.5% | +14.4% |
| 6M | +28.5% | +61.9% | -33.3% | +26.6% |
| YTD | +74.9% | +86.5% | -11.6% | +71.6% |
| 1Y | +61.7% | +156.3% | -94.6% | +57.6% |
| All | +82.0% | +494.0% | -412.0% | +66.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling