+272.3%
UMAC vs CRL
+49.0%
+223.3%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.8% | -3.8% | -4.3% |
| 7D | -5.2% | +0.1% | -5.3% | -5.0% |
| 30D | -36.4% | +11.9% | -48.3% | -38.6% |
| 3M | -58.6% | +20.2% | -78.7% | -61.3% |
| 6M | -24.6% | +107.5% | -132.2% | -44.7% |
| YTD | -11.5% | +69.4% | -80.9% | -31.3% |
| 1Y | +16.9% | +99.7% | -82.8% | -15.4% |
| All | +272.3% | +49.0% | +223.3% | +162.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling