-17.9%
CG vs UMAC
-25.4%
+7.5%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -4.6% | +5.7% | +1.3% |
| 7D | +0.2% | -5.2% | +5.4% | +0.5% |
| 30D | +11.2% | -36.4% | +47.6% | +13.1% |
| 3M | -22.1% | -58.6% | +36.5% | -19.5% |
| 6M | -17.9% | -24.6% | +6.7% | -18.1% |
| All | -17.9% | -25.4% | +7.5% | -18.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling