+116.7%
UMAC vs CRL
+80.5%
+36.2%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.9% | -4.4% | -3.1% |
| 7D | -3.4% | -3.5% | +0.1% | -2.3% |
| 30D | -15.1% | -2.1% | -12.9% | -14.7% |
| 3M | -10.8% | +48.0% | -58.7% | -24.9% |
| 6M | +15.7% | +64.7% | -49.1% | -9.5% |
| YTD | +80.1% | +39.5% | +40.6% | +45.6% |
| 1Y | +116.7% | +74.2% | +42.5% | +64.9% |
| All | +116.7% | +80.5% | +36.2% | +64.9% |
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