+11.4%
CL vs UMAC
+508.0%
-496.6%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -6.4% | +6.0% | -0.5% |
| 7D | -2.3% | +3.3% | -5.6% | -2.3% |
| 30D | -5.5% | -10.4% | +4.9% | -5.5% |
| 3M | +0.8% | +1.8% | -0.9% | +1.1% |
| 6M | -4.2% | +40.7% | -45.0% | -3.7% |
| YTD | +13.4% | +90.9% | -77.5% | +14.2% |
| 1Y | +7.1% | +151.8% | -144.7% | +7.8% |
| All | +11.4% | +508.0% | -496.6% | +8.9% |
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