-7.5%
CI vs UMAC
+182.0%
-189.5%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.6% | +4.9% | +0.3% |
| 7D | +1.2% | -5.2% | +6.4% | +1.2% |
| 30D | +2.6% | -36.4% | +38.9% | +2.9% |
| 3M | +7.4% | -58.6% | +66.0% | +8.2% |
| 6M | -0.1% | -24.6% | +24.5% | -0.5% |
| YTD | +9.7% | -11.5% | +21.2% | +8.6% |
| 1Y | +12.1% | +16.9% | -4.8% | +10.4% |
| All | -7.5% | +182.0% | -189.5% | -15.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling