+71.8%
CB vs UMC
+107.6%
-35.8%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +3.5% | -5.3% | -1.6% |
| 7D | +0.2% | -17.0% | +17.2% | -0.6% |
| 30D | +9.1% | -40.6% | +49.6% | +6.3% |
| 3M | +3.4% | -27.9% | +31.3% | +1.9% |
| 6M | +14.1% | -7.5% | +21.6% | +12.0% |
| YTD | +18.0% | +79.3% | -61.3% | +14.8% |
| 1Y | +30.1% | +92.8% | -62.7% | +26.2% |
| 3Y | +71.8% | +108.2% | -36.4% | +63.5% |
| All | +71.8% | +107.6% | -35.8% | +63.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling