+41.9%
CMI vs UMAC
+164.0%
-122.1%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -3.1% | +5.9% | +3.0% |
| 7D | -0.7% | -0.9% | +0.2% | -0.7% |
| 30D | -13.4% | -7.7% | -5.8% | -13.4% |
| 3M | -17.0% | -26.4% | +9.4% | -16.6% |
| 6M | -1.6% | +61.9% | -63.5% | -10.3% |
| YTD | +11.0% | +86.5% | -75.5% | -1.6% |
| 1Y | +41.9% | +156.3% | -114.4% | +25.5% |
| All | +41.9% | +164.0% | -122.1% | +25.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling