+12.1%
CI vs UMAC
+8.8%
+3.3%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.6% | +4.9% | +0.2% |
| 7D | +1.2% | -5.2% | +6.4% | +1.1% |
| 30D | +2.6% | -36.4% | +38.9% | +2.3% |
| 3M | +7.4% | -58.6% | +66.0% | +7.2% |
| 6M | -0.1% | -24.6% | +24.5% | -0.4% |
| YTD | +9.7% | -11.5% | +21.2% | +8.5% |
| 1Y | +12.1% | +16.9% | -4.8% | +11.2% |
| All | +12.1% | +8.8% | +3.3% | +11.2% |
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