+7.9%
UMAC vs CNI
+37.5%
-29.7%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.9% | +2.1% | -13.0% | -10.7% |
| 7D | -26.0% | +3.7% | -29.8% | -25.8% |
| 30D | -40.3% | +8.1% | -48.4% | -40.1% |
| 3M | -51.1% | +1.9% | -53.0% | -51.1% |
| 6M | -5.6% | +19.2% | -24.8% | -6.1% |
| YTD | +2.3% | +32.7% | -30.4% | -3.1% |
| 1Y | +7.9% | +37.0% | -29.1% | -3.0% |
| All | +7.9% | +37.5% | -29.7% | -3.0% |
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