+7.9%
UMAC vs CLBK
+65.7%
-57.9%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.9% | +0.9% | -11.8% | -11.2% |
| 7D | -26.0% | +4.6% | -30.6% | -27.4% |
| 30D | -40.3% | -1.5% | -38.8% | -40.0% |
| 3M | -51.1% | +4.4% | -55.5% | -51.2% |
| 6M | -5.6% | +31.7% | -37.3% | -11.5% |
| YTD | +2.3% | +58.7% | -56.4% | -11.2% |
| 1Y | +7.9% | +64.9% | -57.0% | -22.3% |
| All | +7.9% | +65.7% | -57.9% | -22.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 CLBK 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