+132.3%
CEG vs UMAC
+508.0%
-375.7%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -6.4% | +4.7% | -1.4% |
| 7D | +1.3% | +3.3% | -1.9% | +1.1% |
| 30D | +8.8% | -10.4% | +19.2% | +9.1% |
| 3M | +17.0% | +1.8% | +15.2% | +15.7% |
| 6M | -8.7% | +40.7% | -49.5% | -12.6% |
| YTD | -16.4% | +90.9% | -107.3% | -21.9% |
| 1Y | -1.8% | +151.8% | -153.5% | -10.1% |
| All | +132.3% | +508.0% | -375.7% | +111.5% |
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 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