+27.8%
CB vs UMC
+122.3%
-94.5%
-10.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +6.9% | -6.6% | +1.0% |
| 7D | -1.0% | +0.1% | -1.2% | -0.8% |
| 30D | +7.3% | -28.7% | +36.0% | +4.1% |
| 3M | +7.0% | -15.1% | +22.1% | +5.9% |
| 6M | +16.3% | +5.0% | +11.4% | +16.2% |
| YTD | +19.7% | +108.2% | -88.4% | +28.3% |
| 1Y | +27.8% | +121.7% | -93.9% | +38.1% |
| All | +27.8% | +122.3% | -94.5% | +38.1% |
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