-33.6%
CDW vs UMAC
+494.0%
-527.6%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.1% | +2.1% | -1.0% |
| 7D | +3.2% | -0.9% | +4.1% | +3.2% |
| 30D | +9.3% | -7.7% | +16.9% | +9.3% |
| 3M | +9.8% | -26.4% | +36.2% | +10.1% |
| 6M | +23.3% | +61.9% | -38.5% | +21.9% |
| YTD | +13.7% | +86.5% | -72.8% | +11.8% |
| 1Y | -6.5% | +156.3% | -162.8% | -8.6% |
| All | -33.6% | +494.0% | -527.6% | -35.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling