+37.4%
CMI vs UMAC
+129.0%
-91.6%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.5% | +3.7% | +1.4% |
| 7D | -0.7% | -3.4% | +2.7% | -0.5% |
| 30D | -12.4% | -15.1% | +2.7% | -11.7% |
| 3M | -14.8% | -10.8% | -4.0% | -15.4% |
| 6M | +0.8% | +15.7% | -14.9% | -4.8% |
| YTD | +10.2% | +80.1% | -70.0% | -2.0% |
| 1Y | +37.4% | +116.7% | -79.3% | +21.6% |
| All | +37.4% | +129.0% | -91.6% | +21.6% |
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