+116.7%
UMAC vs CAI
-26.7%
+143.4%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.2% | -3.7% | -2.9% |
| 7D | -3.4% | -2.9% | -0.5% | -2.4% |
| 30D | -15.1% | +9.3% | -24.4% | -18.3% |
| 3M | -10.8% | +35.2% | -46.0% | -22.1% |
| 6M | +15.7% | +30.7% | -15.0% | -2.1% |
| YTD | +80.1% | -9.8% | +89.9% | +73.1% |
| 1Y | +116.7% | -28.9% | +145.6% | +126.2% |
| All | +116.7% | -26.7% | +143.4% | +126.2% |
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