-41.2%
CPB vs UMAC
+494.0%
-535.2%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -3.1% | -0.3% | -3.4% |
| 7D | -8.6% | -0.9% | -7.7% | -8.6% |
| 30D | -7.2% | -7.7% | +0.4% | -7.3% |
| 3M | +0.9% | -26.4% | +27.3% | +1.0% |
| 6M | -11.8% | +61.9% | -73.7% | -11.7% |
| YTD | -19.4% | +86.5% | -105.9% | -19.3% |
| 1Y | -30.4% | +156.3% | -186.7% | -30.5% |
| All | -41.2% | +494.0% | -535.2% | -42.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling