+42.5%
COR vs UMAC
+508.0%
-465.5%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -6.4% | +6.0% | -0.5% |
| 7D | -3.9% | +3.3% | -7.1% | -3.9% |
| 30D | -0.3% | -10.4% | +10.1% | -0.3% |
| 3M | +15.9% | +1.8% | +14.1% | +16.1% |
| 6M | -10.3% | +40.7% | -51.0% | -10.0% |
| YTD | -3.7% | +90.9% | -94.6% | -3.2% |
| 1Y | +9.1% | +151.8% | -142.7% | +9.7% |
| All | +42.5% | +508.0% | -465.5% | +41.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling