+87.7%
CVE vs UMAC
+216.2%
-128.6%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.5% | +2.2% | +2.7% |
| 7D | +0.1% | -2.9% | +3.0% | +0.1% |
| 30D | -10.8% | -35.6% | +24.8% | -9.9% |
| 3M | -4.3% | -51.3% | +47.0% | -2.8% |
| 6M | -1.5% | -17.5% | +16.1% | -2.3% |
| YTD | +70.7% | -0.7% | +71.4% | +66.9% |
| 1Y | +58.1% | +16.5% | +41.6% | +53.3% |
| All | +87.7% | +216.2% | -128.6% | +75.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling