+37.5%
CVS vs UMAC
+508.0%
-470.5%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -6.4% | +5.7% | -0.6% |
| 7D | -1.9% | +3.3% | -5.2% | -1.9% |
| 30D | -0.3% | -10.4% | +10.1% | -0.2% |
| 3M | -1.1% | +1.8% | -2.9% | -1.3% |
| 6M | +23.7% | +40.7% | -17.0% | +22.5% |
| YTD | +23.0% | +90.9% | -67.9% | +21.1% |
| 1Y | +37.2% | +151.8% | -114.6% | +34.2% |
| All | +37.5% | +508.0% | -470.5% | +29.8% |
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