+156.3%
UMAC vs CNI
+29.8%
+126.5%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.2% | -3.2% | -3.1% |
| 7D | -0.9% | -2.1% | +1.2% | -1.0% |
| 30D | -7.7% | -3.3% | -4.4% | -7.6% |
| 3M | -26.4% | +3.8% | -30.2% | -26.9% |
| 6M | +61.9% | +12.7% | +49.2% | +58.2% |
| YTD | +86.5% | +26.3% | +60.2% | +72.9% |
| 1Y | +156.3% | +29.9% | +126.4% | +139.3% |
| All | +156.3% | +29.8% | +126.5% | +139.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CNI.
Daily Out/Under-Performance
Portfolio return minus CNI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNI 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 CNI 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