+29.2%
CB vs UMC
+106.0%
-76.8%
-10.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.0% | +0.5% | +1.7% |
| 7D | +0.7% | -8.3% | +9.0% | 0.0% |
| 30D | +8.2% | -34.5% | +42.7% | +4.1% |
| 3M | +6.3% | -20.0% | +26.3% | +4.6% |
| 6M | +16.2% | -0.7% | +16.9% | +15.5% |
| YTD | +19.3% | +94.7% | -75.4% | +27.5% |
| 1Y | +29.2% | +106.0% | -76.8% | +39.9% |
| All | +29.2% | +106.0% | -76.8% | +39.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling