-3.4%
CMS vs UMAC
+14.1%
-17.5%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -6.5% | +5.9% | -0.7% |
| 7D | -1.3% | +10.1% | -11.4% | -1.1% |
| 30D | +5.3% | -39.1% | +44.4% | +4.5% |
| 3M | -0.3% | -56.2% | +55.9% | -1.3% |
| 6M | -4.0% | -16.2% | +12.2% | -4.1% |
| YTD | +2.1% | -7.1% | +9.3% | +3.0% |
| All | -3.4% | +14.1% | -17.5% | -1.8% |
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 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