-14.3%
CNC vs UMAC
+473.8%
-488.0%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.5% | +4.0% | +1.6% |
| 7D | -0.9% | -3.4% | +2.5% | -0.9% |
| 30D | -1.0% | -15.1% | +14.1% | -0.8% |
| 3M | +4.5% | -10.8% | +15.3% | +4.5% |
| 6M | +85.2% | +15.7% | +69.5% | +83.4% |
| YTD | +61.4% | +80.1% | -18.7% | +58.2% |
| 1Y | +94.9% | +116.7% | -21.8% | +90.1% |
| All | -14.3% | +473.8% | -488.0% | -23.5% |
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 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