-39.9%
CPB vs UMAC
+508.0%
-547.9%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -6.4% | +6.9% | +0.5% |
| 7D | -8.0% | +3.3% | -11.3% | -8.0% |
| 30D | -2.4% | -10.4% | +8.0% | -2.4% |
| 3M | +0.5% | +1.8% | -1.2% | +0.7% |
| 6M | -10.5% | +40.7% | -51.2% | -10.3% |
| YTD | -17.5% | +90.9% | -108.4% | -17.4% |
| 1Y | -31.0% | +151.8% | -182.8% | -31.2% |
| All | -39.9% | +508.0% | -547.9% | -41.1% |
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