+626.2%
CRS vs UMAC
+508.0%
+118.2%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -6.4% | +6.4% | +0.2% |
| 7D | -0.5% | +3.3% | -3.8% | -0.7% |
| 30D | -18.1% | -10.4% | -7.7% | -17.9% |
| 3M | -12.4% | +1.8% | -14.2% | -13.0% |
| 6M | +15.9% | +40.7% | -24.8% | +12.6% |
| YTD | +45.8% | +90.9% | -45.1% | +39.6% |
| 1Y | +87.8% | +151.8% | -64.0% | +77.5% |
| All | +626.2% | +508.0% | +118.2% | +551.7% |
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 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