+12.0%
CI vs UMAC
+6.6%
+5.4%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -6.5% | +4.8% | -1.8% |
| 7D | -1.7% | +10.1% | -11.9% | -1.6% |
| 30D | +4.9% | -39.1% | +44.0% | +4.6% |
| 3M | +7.4% | -56.2% | +63.6% | +7.2% |
| 6M | +0.4% | -16.2% | +16.6% | +0.1% |
| YTD | +9.5% | -7.1% | +16.6% | +8.3% |
| 1Y | +12.0% | +10.3% | +1.7% | +10.8% |
| All | +12.0% | +6.6% | +5.4% | +10.8% |
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