+9.5%
CME vs UMC
+227.6%
-218.1%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.5% | +2.3% | -0.4% |
| 7D | -2.4% | +11.4% | -13.8% | -1.5% |
| 30D | +6.2% | +16.8% | -10.6% | +7.6% |
| 3M | +4.4% | +19.1% | -14.7% | +6.2% |
| 6M | -9.6% | +137.4% | -147.1% | -5.4% |
| YTD | +3.8% | +186.4% | -182.6% | +10.5% |
| 1Y | +9.5% | +229.1% | -219.5% | +15.7% |
| All | +9.5% | +227.6% | -218.1% | +15.7% |
Cumulative growth
Daily Returns
Daily percentage return beside UMC.
Daily Out/Under-Performance
Portfolio return minus UMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMC 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 UMC 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