+8.4%
CG vs UMAC
+508.0%
-499.6%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -6.4% | +2.4% | -3.7% |
| 7D | -6.4% | +3.3% | -9.7% | -6.6% |
| 30D | -7.1% | -10.4% | +3.3% | -6.9% |
| 3M | -1.6% | +1.8% | -3.3% | -2.4% |
| 6M | -8.3% | +40.7% | -49.1% | -11.4% |
| YTD | -23.8% | +90.9% | -114.7% | -27.7% |
| 1Y | -28.7% | +151.8% | -180.5% | -33.4% |
| All | +8.4% | +508.0% | -499.6% | -1.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling