-2.7%
CEG vs UMAC
+164.0%
-166.7%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -3.1% | +7.9% | +5.1% |
| 7D | +8.0% | -0.9% | +8.9% | +8.1% |
| 30D | +12.9% | -7.7% | +20.6% | +13.0% |
| 3M | +13.2% | -26.4% | +39.6% | +14.2% |
| 6M | -7.0% | +61.9% | -68.8% | -13.7% |
| YTD | -15.0% | +86.5% | -101.5% | -24.3% |
| 1Y | -2.7% | +156.3% | -159.0% | -15.9% |
| All | -2.7% | +164.0% | -166.7% | -15.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling