+50.8%
CDE vs UMC
+209.4%
-158.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +4.6% | -6.5% | -3.1% |
| 7D | +0.5% | +5.0% | -4.4% | -0.9% |
| 30D | +21.9% | +7.7% | +14.2% | +19.1% |
| 3M | +14.9% | +1.7% | +13.3% | +10.9% |
| 6M | -10.5% | +113.9% | -124.4% | -33.3% |
| YTD | +19.3% | +168.9% | -149.6% | -21.1% |
| 1Y | +50.8% | +207.2% | -156.4% | -10.0% |
| All | +50.8% | +209.4% | -158.6% | -10.0% |
Cumulative growth
Daily Returns
Daily percentage return beside UMC.
Daily Out/Under-Performance
Portfolio return minus UMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMC 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 UMC 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