+122.7%
CMI vs UMAC
+488.3%
-365.5%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.2% | +2.4% | -0.7% |
| 7D | +0.8% | -4.0% | +4.8% | +1.0% |
| 30D | -12.8% | -9.4% | -3.4% | -12.7% |
| 3M | -12.4% | +3.0% | -15.4% | -13.2% |
| 6M | -0.9% | +27.2% | -28.1% | -3.6% |
| YTD | +8.9% | +84.7% | -75.8% | +4.2% |
| 1Y | +37.7% | +136.5% | -98.8% | +30.3% |
| All | +122.7% | +488.3% | -365.5% | +99.8% |
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