+24.9%
CL vs UMAC
+214.8%
-189.9%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -6.6% | +6.8% | +0.1% |
| 7D | +2.6% | -13.9% | +16.5% | +2.5% |
| 30D | +11.8% | -39.6% | +51.3% | +11.4% |
| 3M | +5.9% | -53.6% | +59.5% | +5.4% |
| 6M | +13.3% | -6.2% | +19.5% | +13.5% |
| YTD | +27.1% | -1.2% | +28.3% | +27.4% |
| 1Y | +28.0% | +9.7% | +18.3% | +28.4% |
| All | +24.9% | +214.8% | -189.9% | +21.5% |
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