+676.6%
UMAC vs CRL
+20.3%
+656.2%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.9% | -1.3% | -2.5% |
| 7D | -4.0% | -6.9% | +2.9% | -1.2% |
| 30D | -9.4% | -3.2% | -6.2% | -8.5% |
| 3M | +3.0% | +46.5% | -43.6% | -14.1% |
| 6M | +27.2% | +63.1% | -35.9% | 0.0% |
| YTD | +84.7% | +36.9% | +47.8% | +54.8% |
| 1Y | +136.5% | +78.1% | +58.4% | +75.9% |
| All | +676.6% | +20.3% | +656.2% | +492.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling