+8.9%
CRCL vs UMAC
+202.0%
-193.1%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.5% | +2.8% | +0.8% |
| 7D | -11.2% | -3.4% | -7.8% | -10.8% |
| 30D | +27.1% | -15.1% | +42.2% | +28.6% |
| 3M | +9.6% | -10.8% | +20.4% | +7.2% |
| 6M | -19.7% | +15.7% | -35.4% | -30.2% |
| YTD | +14.2% | +80.1% | -65.9% | -12.9% |
| 1Y | -32.2% | +116.7% | -149.0% | -50.7% |
| All | +8.9% | +202.0% | -193.1% | -26.0% |
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