+657.4%
UMAC vs CLBK
+51.8%
+605.7%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.1% | -2.4% | -2.4% |
| 7D | -3.4% | -1.5% | -2.0% | -2.6% |
| 30D | -15.1% | -1.0% | -14.1% | -14.3% |
| 3M | -10.8% | +22.9% | -33.7% | -20.0% |
| 6M | +15.7% | +44.2% | -28.5% | -4.3% |
| YTD | +80.1% | +64.0% | +16.2% | +36.9% |
| 1Y | +116.7% | +65.7% | +51.0% | +62.3% |
| All | +657.4% | +51.8% | +605.7% | +488.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling