+6,781.2%
CME vs UMC
+856.3%
+5,924.9%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.6% | -4.9% | -1.1% |
| 7D | -1.6% | +5.0% | -6.5% | -2.5% |
| 30D | +6.2% | +7.7% | -1.4% | +4.6% |
| 3M | +10.4% | +1.7% | +8.8% | +7.6% |
| 6M | -9.5% | +113.9% | -123.5% | -25.6% |
| YTD | +6.0% | +168.9% | -162.9% | -17.9% |
| 1Y | +9.3% | +207.2% | -197.9% | -18.0% |
| 3Y | +57.7% | +227.7% | -170.0% | +13.2% |
| 5Y | +77.7% | +118.0% | -40.4% | +35.6% |
| 10Y | +281.2% | +1,682.1% | -1,400.9% | +53.3% |
| All | +6,781.2% | +856.3% | +5,924.9% | +2,485.2% |
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