+9.3%
CME vs UMAC
+164.0%
-154.7%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.1% | +2.8% | -0.3% |
| 7D | -1.6% | -0.9% | -0.7% | -1.6% |
| 30D | +6.2% | -7.7% | +13.9% | +6.3% |
| 3M | +10.4% | -26.4% | +36.9% | +10.7% |
| 6M | -9.5% | +61.9% | -71.4% | -10.3% |
| YTD | +6.0% | +86.5% | -80.5% | +5.0% |
| 1Y | +9.3% | +156.3% | -147.0% | +8.2% |
| All | +9.3% | +164.0% | -154.7% | +8.2% |
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