-36.6%
CPB vs UMAC
+182.0%
-218.6%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -4.6% | +7.8% | +3.1% |
| 7D | -1.6% | -5.2% | +3.6% | -1.6% |
| 30D | +19.2% | -36.4% | +55.6% | +18.9% |
| 3M | -1.0% | -58.6% | +57.6% | -1.3% |
| 6M | +15.2% | -24.6% | +39.9% | +15.1% |
| YTD | -13.1% | -11.5% | -1.6% | -13.3% |
| 1Y | -22.4% | +16.9% | -39.3% | -22.7% |
| All | -36.6% | +182.0% | -218.6% | -38.1% |
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 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