+676.6%
UMAC vs CLBK
+51.9%
+624.7%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.5% | -3.8% | -3.5% |
| 7D | -4.0% | -1.4% | -2.6% | -3.3% |
| 30D | -9.4% | +4.5% | -13.9% | -11.1% |
| 3M | +3.0% | +22.8% | -19.8% | -7.6% |
| 6M | +27.2% | +43.4% | -16.2% | +5.5% |
| YTD | +84.7% | +64.1% | +20.6% | +40.3% |
| 1Y | +136.5% | +67.6% | +68.9% | +75.9% |
| All | +676.6% | +51.9% | +624.7% | +502.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling