-33.5%
CPB vs UMAC
+138.6%
-172.1%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -3.2% | -1.0% | -4.4% |
| 7D | -5.4% | -4.0% | -1.4% | -5.5% |
| 30D | -7.8% | -9.4% | +1.6% | -7.9% |
| 3M | -6.9% | +3.0% | -9.9% | -6.0% |
| 6M | -12.2% | +27.2% | -39.4% | -9.9% |
| YTD | -21.1% | +84.7% | -105.8% | -17.4% |
| 1Y | -33.5% | +136.5% | -170.0% | -31.9% |
| All | -33.5% | +138.6% | -172.1% | -31.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling