+5.6%
CDE vs UMAC
+2.9%
+2.7%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -10.9% | +19.6% | +10.8% |
| 7D | +1.1% | -26.0% | +27.2% | +6.8% |
| 30D | -14.5% | -40.3% | +25.8% | -6.0% |
| 3M | -10.1% | -51.1% | +41.1% | +0.7% |
| 6M | -16.9% | -5.6% | -11.2% | -22.6% |
| YTD | -18.1% | +2.3% | -20.4% | -28.7% |
| 1Y | +5.6% | +7.9% | -2.2% | -10.4% |
| All | +5.6% | +2.9% | +2.7% | -10.4% |
Cumulative growth
Daily Returns
Daily percentage return beside UMAC.
Daily Out/Under-Performance
Portfolio return minus UMAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMAC 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 UMAC 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