+698.4%
CLS vs UMAC
+494.0%
+204.4%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.1% | +3.9% | +1.1% |
| 7D | +4.6% | -0.9% | +5.5% | +4.6% |
| 30D | -13.9% | -7.7% | -6.2% | -13.8% |
| 3M | -26.6% | -26.4% | -0.1% | -25.7% |
| 6M | +15.4% | +61.9% | -46.4% | +8.7% |
| YTD | +5.7% | +86.5% | -80.8% | -1.9% |
| 1Y | +41.1% | +156.3% | -115.2% | +27.8% |
| All | +698.4% | +494.0% | +204.4% | +607.3% |
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