+246.7%
CB vs UMC
+1,333.4%
-1,086.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +6.9% | -6.6% | 0.0% |
| 7D | -1.0% | +0.1% | -1.2% | -1.1% |
| 30D | +7.3% | -28.7% | +36.0% | +9.1% |
| 3M | +7.0% | -15.1% | +22.1% | +7.5% |
| 6M | +16.3% | +5.0% | +11.4% | +13.4% |
| YTD | +19.7% | +108.2% | -88.4% | +8.8% |
| 1Y | +27.8% | +121.7% | -93.9% | +15.4% |
| 3Y | +72.0% | +139.8% | -67.8% | +52.1% |
| 5Y | +104.9% | +85.1% | +19.8% | +83.1% |
| 10Y | +246.7% | +1,341.4% | -1,094.6% | +125.5% |
| All | +246.7% | +1,333.4% | -1,086.6% | +125.5% |
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 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