-26.2%
CDW vs UMAC
+214.8%
-241.0%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -6.6% | +9.5% | +3.0% |
| 7D | +13.1% | -13.9% | +27.0% | +13.2% |
| 30D | +19.1% | -39.6% | +58.7% | +19.7% |
| 3M | +24.7% | -53.6% | +78.3% | +25.6% |
| 6M | +63.4% | -6.2% | +69.5% | +62.6% |
| YTD | +26.3% | -1.2% | +27.5% | +24.9% |
| 1Y | +20.6% | +9.7% | +10.9% | +18.9% |
| All | -26.2% | +214.8% | -241.0% | -27.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling