+683.4%
CDE vs UMAC
+473.8%
+209.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.5% | +3.6% | +1.4% |
| 7D | -3.1% | -3.4% | +0.3% | -2.9% |
| 30D | +9.5% | -15.1% | +24.6% | +10.1% |
| 3M | +25.5% | -10.8% | +36.3% | +25.1% |
| 6M | -7.9% | +15.7% | -23.6% | -10.9% |
| YTD | +15.6% | +80.1% | -64.6% | +9.3% |
| 1Y | +34.0% | +116.7% | -82.7% | +25.5% |
| All | +683.4% | +473.8% | +209.6% | +632.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling