+7.9%
UMAC vs CRL
+85.3%
-77.5%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.9% | -7.3% | -3.6% | -7.6% |
| 7D | -26.0% | -12.8% | -13.3% | -21.2% |
| 30D | -40.3% | +5.0% | -45.3% | -41.0% |
| 3M | -51.1% | +39.4% | -90.5% | -57.3% |
| 6M | -5.6% | +89.4% | -95.0% | -30.9% |
| YTD | +2.3% | +63.6% | -61.3% | -25.3% |
| 1Y | +7.9% | +83.5% | -75.6% | -28.1% |
| All | +7.9% | +85.3% | -77.5% | -28.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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