+22.6%
CB vs UMC
+235.1%
-212.5%
-9.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.0% | -3.7% | +0.7% |
| 7D | -0.5% | +13.6% | -14.2% | +0.8% |
| 30D | -3.1% | +20.8% | -23.8% | -1.2% |
| 3M | +4.2% | +16.1% | -12.0% | +5.9% |
| 6M | +4.7% | +137.3% | -132.6% | +10.8% |
| YTD | +8.8% | +193.8% | -184.9% | +19.1% |
| 1Y | +22.6% | +236.1% | -213.5% | +35.3% |
| All | +22.6% | +235.1% | -212.5% | +35.3% |
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