+34.2%
CMS vs UMAC
+237.0%
-202.8%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +13.3% | -12.7% | +0.6% |
| 7D | -0.9% | -5.5% | +4.6% | -0.9% |
| 30D | +7.1% | -35.3% | +42.3% | +7.0% |
| 3M | -1.3% | -48.4% | +47.1% | -1.3% |
| 6M | -2.7% | +0.4% | -3.1% | -2.8% |
| YTD | +2.6% | +5.8% | -3.2% | +2.4% |
| 1Y | -2.0% | +27.3% | -29.3% | -2.3% |
| All | +34.2% | +237.0% | -202.8% | +31.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling