-4.6%
CARR vs UMC
+209.4%
-214.0%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +4.6% | -3.5% | +0.5% |
| 7D | +1.6% | +5.0% | -3.4% | +0.9% |
| 30D | -8.7% | +7.7% | -16.4% | -9.6% |
| 3M | -12.6% | +1.7% | -14.2% | -13.2% |
| 6M | -1.5% | +113.9% | -115.5% | -6.9% |
| YTD | +14.3% | +168.9% | -154.6% | +8.9% |
| 1Y | -4.6% | +207.2% | -211.8% | -9.2% |
| All | -4.6% | +209.4% | -214.0% | -9.2% |
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 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