+509.2%
CIEN vs UMAC
+473.8%
+35.4%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -2.5% | +6.9% | +4.6% |
| 7D | +8.9% | -3.4% | +12.3% | +9.1% |
| 30D | -19.1% | -15.1% | -4.0% | -18.6% |
| 3M | -21.5% | -10.8% | -10.7% | -21.8% |
| 6M | +2.8% | +15.7% | -12.9% | -0.9% |
| YTD | +49.5% | +80.1% | -30.7% | +39.8% |
| 1Y | +163.8% | +116.7% | +47.1% | +142.9% |
| All | +509.2% | +473.8% | +35.4% | +436.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling