-42.4%
CPB vs UMAC
+488.3%
-530.7%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -3.2% | -1.0% | -4.3% |
| 7D | -5.4% | -4.0% | -1.4% | -5.4% |
| 30D | -7.8% | -9.4% | +1.6% | -7.8% |
| 3M | -6.9% | +3.0% | -9.9% | -6.8% |
| 6M | -12.2% | +27.2% | -39.4% | -12.0% |
| YTD | -21.1% | +84.7% | -105.8% | -21.0% |
| 1Y | -33.5% | +136.5% | -170.0% | -33.6% |
| All | -42.4% | +488.3% | -530.7% | -43.7% |
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