+1.5%
CARR vs UMC
+261.2%
-259.6%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.4% | -0.9% | +1.0% |
| 7D | -3.8% | +9.0% | -12.8% | -5.4% |
| 30D | -8.9% | +17.2% | -26.2% | -11.8% |
| 3M | -17.3% | +11.4% | -28.7% | -20.1% |
| 6M | -1.4% | +137.5% | -138.9% | -19.3% |
| YTD | +10.0% | +193.1% | -183.1% | -16.4% |
| 1Y | -6.4% | +240.3% | -246.7% | -32.5% |
| 3Y | +1.5% | +262.2% | -260.6% | -31.5% |
| All | +1.5% | +261.2% | -259.6% | -31.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling