+22.7%
CRH vs UMAC
+473.8%
-451.1%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.5% | +3.5% | +1.1% |
| 7D | -6.1% | -3.4% | -2.6% | -6.0% |
| 30D | -9.3% | -15.1% | +5.8% | -9.0% |
| 3M | -15.2% | -10.8% | -4.4% | -15.3% |
| 6M | -14.2% | +15.7% | -29.9% | -15.8% |
| YTD | -28.3% | +80.1% | -108.4% | -30.8% |
| 1Y | -21.8% | +116.7% | -138.5% | -25.3% |
| All | +22.7% | +473.8% | -451.1% | +9.0% |
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