+9.4%
CP vs UMAC
+549.5%
-540.1%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +9.3% | -9.9% | -0.7% |
| 7D | +2.4% | +14.7% | -12.3% | +2.1% |
| 30D | -0.5% | -0.5% | 0.0% | -0.7% |
| 3M | +1.4% | +0.5% | +0.9% | +1.1% |
| 6M | +10.3% | +57.9% | -47.6% | +7.9% |
| YTD | +24.3% | +103.9% | -79.6% | +20.4% |
| 1Y | +20.4% | +159.3% | -138.8% | +15.3% |
| All | +9.4% | +549.5% | -540.1% | -0.9% |
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