+421.5%
CARR vs UMC
+1,325.4%
-903.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.4% | -0.9% | +1.0% |
| 7D | -3.8% | +9.0% | -12.8% | -5.5% |
| 30D | -8.9% | +17.2% | -26.2% | -12.0% |
| 3M | -17.3% | +11.4% | -28.7% | -20.2% |
| 6M | -1.4% | +137.5% | -138.9% | -19.8% |
| YTD | +10.0% | +193.1% | -183.1% | -15.8% |
| 1Y | -6.4% | +240.3% | -246.7% | -31.0% |
| 3Y | +1.5% | +262.2% | -260.6% | -27.1% |
| 5Y | +9.3% | +143.1% | -133.8% | -18.9% |
| All | +421.5% | +1,325.4% | -903.9% | +309.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling