-12.5%
CI vs UMAC
+488.3%
-500.7%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.2% | +4.2% | +1.0% |
| 7D | -1.3% | -4.0% | +2.7% | -1.3% |
| 30D | +3.1% | -9.4% | +12.5% | +3.2% |
| 3M | -4.5% | +3.0% | -7.5% | -4.7% |
| 6M | +8.3% | +27.2% | -18.9% | +7.2% |
| YTD | +3.8% | +84.7% | -80.9% | +2.1% |
| 1Y | -5.0% | +136.5% | -141.5% | -7.1% |
| All | -12.5% | +488.3% | -500.7% | -20.1% |
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 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