+53.2%
CRBG vs UMAC
+473.8%
-420.5%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.5% | +3.9% | +1.5% |
| 7D | +0.6% | -3.4% | +4.0% | +0.6% |
| 30D | +2.6% | -15.1% | +17.7% | +2.9% |
| 3M | +24.0% | -10.8% | +34.8% | +23.9% |
| 6M | +50.5% | +15.7% | +34.8% | +48.1% |
| YTD | +17.1% | +80.1% | -63.0% | +13.6% |
| 1Y | +5.9% | +116.7% | -110.8% | +2.0% |
| All | +53.2% | +473.8% | -420.5% | +51.1% |
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 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