+10.8%
CL vs UMAC
-13.6%
+24.4%
-10.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +10.8% | -13.0% | -1.8% |
| 7D | +1.3% | -23.4% | +24.7% | +0.6% |
| 30D | +11.4% | -45.6% | +57.0% | +9.8% |
| 3M | +4.4% | -50.9% | +55.3% | +3.1% |
| 6M | +10.8% | -16.5% | +27.3% | +8.0% |
| All | +10.8% | -13.6% | +24.4% | +8.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling