+45.8%
COR vs UMAC
+494.0%
-448.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.1% | +1.2% | -1.9% |
| 7D | +2.8% | -0.9% | +3.7% | +2.8% |
| 30D | +4.5% | -7.7% | +12.2% | +4.5% |
| 3M | +22.7% | -26.4% | +49.1% | +22.8% |
| 6M | -9.7% | +61.9% | -71.6% | -9.4% |
| YTD | -1.4% | +86.5% | -87.9% | -1.0% |
| 1Y | +13.9% | +156.3% | -142.4% | +14.5% |
| All | +45.8% | +494.0% | -448.2% | +45.1% |
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