+674.3%
CDE vs UMAC
+488.3%
+186.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -3.2% | +0.1% | -2.9% |
| 7D | -6.1% | -4.0% | -2.1% | -5.8% |
| 30D | +9.5% | -9.4% | +18.9% | +9.6% |
| 3M | +32.0% | +3.0% | +29.0% | +30.4% |
| 6M | -12.8% | +27.2% | -40.0% | -16.1% |
| YTD | +14.2% | +84.7% | -70.5% | +7.8% |
| 1Y | +36.3% | +136.5% | -100.2% | +27.1% |
| All | +674.3% | +488.3% | +186.0% | +622.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling