-17.3%
CNC vs UMAC
+508.0%
-525.3%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -6.4% | +5.6% | -0.7% |
| 7D | -4.9% | +3.3% | -8.1% | -4.9% |
| 30D | -3.8% | -10.4% | +6.6% | -3.7% |
| 3M | -3.2% | +1.8% | -5.0% | -3.5% |
| 6M | +47.9% | +40.7% | +7.1% | +45.9% |
| YTD | +55.7% | +90.9% | -35.2% | +52.4% |
| 1Y | +106.2% | +151.8% | -45.5% | +100.7% |
| All | -17.3% | +508.0% | -525.3% | -26.2% |
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