+388.9%
CIEN vs UMAC
+182.0%
+206.9%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -4.6% | +0.1% | -4.2% |
| 7D | +15.3% | -5.2% | +20.5% | +15.8% |
| 30D | -22.0% | -36.4% | +14.4% | -19.0% |
| 3M | -36.6% | -58.6% | +21.9% | -32.6% |
| 6M | -51.5% | -24.6% | -26.8% | -51.0% |
| YTD | +20.0% | -11.5% | +31.4% | +18.5% |
| 1Y | +44.5% | +16.9% | +27.6% | +40.3% |
| All | +388.9% | +182.0% | +206.9% | +355.0% |
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