+7,654.3%
CME vs UMC
+625.6%
+7,028.7%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.0% | +1.9% | +0.3% |
| 7D | +2.7% | +17.8% | -15.1% | -0.5% |
| 30D | +13.5% | -29.6% | +43.1% | +20.2% |
| 3M | +20.9% | -18.4% | +39.3% | +23.8% |
| 6M | +11.5% | -0.1% | +11.6% | +6.4% |
| YTD | +19.5% | +104.0% | -84.6% | -3.8% |
| 1Y | +17.2% | +121.5% | -104.3% | -7.4% |
| 3Y | +65.1% | +135.0% | -69.9% | +25.1% |
| 5Y | +73.1% | +83.0% | -9.9% | +34.5% |
| 10Y | +305.3% | +1,312.7% | -1,007.4% | +67.7% |
| All | +7,654.3% | +625.6% | +7,028.7% | +2,927.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling