+12.9%
CP vs UMAC
+214.8%
-201.9%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -6.6% | +6.3% | -0.1% |
| 7D | +2.8% | -13.9% | +16.7% | +3.0% |
| 30D | +11.0% | -39.6% | +50.6% | +12.0% |
| 3M | +3.8% | -53.6% | +57.5% | +5.1% |
| 6M | +9.5% | -6.2% | +15.7% | +8.3% |
| YTD | +28.2% | -1.2% | +29.4% | +25.7% |
| 1Y | +33.0% | +9.7% | +23.3% | +29.7% |
| All | +12.9% | +214.8% | -201.9% | +3.5% |
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