+251.7%
CB vs UMC
+1,272.7%
-1,021.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.3% | +3.4% | +1.2% |
| 7D | +2.9% | +11.2% | -8.3% | +2.4% |
| 30D | +7.3% | -28.0% | +35.3% | +9.0% |
| 3M | +9.4% | -20.5% | +29.9% | +10.3% |
| 6M | +19.6% | -1.6% | +21.2% | +17.0% |
| YTD | +21.5% | +99.4% | -77.9% | +10.6% |
| 1Y | +28.0% | +120.4% | -92.4% | +15.4% |
| 3Y | +74.9% | +134.2% | -59.4% | +54.7% |
| 5Y | +108.1% | +78.8% | +29.3% | +86.2% |
| All | +251.7% | +1,272.7% | -1,021.1% | +129.2% |
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 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