-10.1%
CEG vs UMAC
+138.6%
-148.8%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.2% | +0.5% | -2.5% |
| 7D | +0.3% | -4.0% | +4.3% | +0.6% |
| 30D | +2.9% | -9.4% | +12.3% | +3.1% |
| 3M | +18.2% | +3.0% | +15.2% | +16.4% |
| 6M | -9.5% | +27.2% | -36.7% | -13.7% |
| YTD | -18.7% | +84.7% | -103.4% | -27.6% |
| 1Y | -10.1% | +136.5% | -146.6% | -21.5% |
| All | -10.1% | +138.6% | -148.8% | -21.5% |
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