-25.2%
CDW vs UMAC
+182.0%
-207.2%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.6% | +4.0% | -0.6% |
| 7D | +9.3% | -5.2% | +14.5% | +9.4% |
| 30D | +14.4% | -36.4% | +50.7% | +14.9% |
| 3M | +21.4% | -58.6% | +80.0% | +22.4% |
| 6M | +72.8% | -24.6% | +97.5% | +72.5% |
| YTD | +28.0% | -11.5% | +39.5% | +26.8% |
| 1Y | +19.3% | +16.9% | +2.5% | +17.4% |
| All | -25.2% | +182.0% | -207.2% | -26.4% |
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