+246.7%
CB vs UMC
+1,204.4%
-957.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.0% | +0.5% | +1.5% |
| 7D | +0.7% | -8.3% | +9.0% | +1.1% |
| 30D | +8.2% | -34.5% | +42.7% | +10.4% |
| 3M | +6.3% | -20.0% | +26.3% | +7.1% |
| 6M | +16.2% | -0.7% | +16.9% | +13.5% |
| YTD | +19.3% | +94.7% | -75.4% | +8.8% |
| 1Y | +29.2% | +106.0% | -76.8% | +17.1% |
| 3Y | +71.4% | +124.3% | -52.8% | +52.2% |
| 5Y | +104.2% | +78.0% | +26.3% | +82.6% |
| 10Y | +246.7% | +1,225.9% | -979.3% | +126.5% |
| All | +246.7% | +1,204.4% | -957.8% | +126.5% |
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