-37.9%
CDW vs UMAC
+488.3%
-526.1%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.2% | +3.4% | +0.2% |
| 7D | -7.4% | -4.0% | -3.4% | -7.3% |
| 30D | +5.8% | -9.4% | +15.2% | +5.9% |
| 3M | +10.8% | +3.0% | +7.8% | +10.6% |
| 6M | +21.5% | +27.2% | -5.7% | +20.4% |
| YTD | +6.4% | +84.7% | -78.3% | +4.6% |
| 1Y | -14.8% | +136.5% | -151.3% | -16.7% |
| All | -37.9% | +488.3% | -526.1% | -39.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling