+791.9%
CDE vs UMC
+261.2%
+530.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.4% | -1.2% | +0.4% |
| 7D | -3.1% | +9.0% | -12.1% | -5.9% |
| 30D | +9.5% | +17.2% | -7.8% | +3.3% |
| 3M | +25.5% | +11.4% | +14.1% | +16.6% |
| 6M | -7.9% | +137.5% | -145.4% | -38.4% |
| YTD | +15.6% | +193.1% | -177.6% | -31.8% |
| 1Y | +34.0% | +240.3% | -206.3% | -26.8% |
| 3Y | +791.9% | +262.2% | +529.7% | +357.5% |
| All | +791.9% | +261.2% | +530.7% | +357.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling