+66.0%
CVE vs UMAC
-1.9%
+67.9%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +10.8% | -11.4% | -0.8% |
| 7D | -16.1% | -23.4% | +7.2% | -15.7% |
| 30D | -10.4% | -45.6% | +35.2% | -9.4% |
| 3M | -2.4% | -50.9% | +48.5% | -1.3% |
| 6M | -4.4% | -16.5% | +12.1% | -4.9% |
| YTD | +64.9% | -6.6% | +71.5% | +59.1% |
| 1Y | +66.0% | +10.7% | +55.3% | +57.8% |
| All | +66.0% | -1.9% | +67.9% | +57.8% |
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