+7.9%
UMAC vs CAI
+12.6%
-4.7%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.9% | +1.1% | -12.0% | -11.3% |
| 7D | -26.0% | -6.3% | -19.8% | -24.0% |
| 30D | -40.3% | +9.3% | -49.6% | -42.4% |
| 3M | -51.1% | +106.3% | -157.5% | -65.1% |
| 6M | -5.6% | +77.7% | -83.4% | -29.6% |
| YTD | +2.3% | +23.1% | -20.9% | -9.3% |
| 1Y | +7.9% | +6.5% | +1.3% | +3.8% |
| All | +7.9% | +12.6% | -4.7% | +3.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 1y: compounded portfolio wealth divided by compounded CAI 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…
1y analysis · Full analysis span regression · 6 months rolling