+223.5%
CB vs UMC
+1,867.9%
-1,644.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.0% | -3.7% | +0.1% |
| 7D | -0.5% | +13.6% | -14.2% | -1.3% |
| 30D | -3.1% | +20.8% | -23.8% | -4.2% |
| 3M | +4.2% | +16.1% | -12.0% | +2.2% |
| 6M | +4.7% | +137.3% | -132.6% | -3.8% |
| YTD | +8.8% | +193.8% | -184.9% | -2.6% |
| 1Y | +22.6% | +236.1% | -213.5% | +8.1% |
| 3Y | +70.6% | +267.1% | -196.5% | +47.3% |
| 5Y | +99.4% | +145.3% | -45.8% | +76.7% |
| 10Y | +223.5% | +1,857.3% | -1,633.9% | +106.4% |
| All | +223.5% | +1,867.9% | -1,644.5% | +106.4% |
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