+97.4%
CB vs UMC
+139.4%
-42.0%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +5.1% | -6.5% | -1.5% |
| 7D | -0.6% | +6.6% | -7.2% | -0.7% |
| 30D | -3.9% | +16.6% | -20.5% | -4.1% |
| 3M | +4.9% | +11.0% | -6.1% | +4.1% |
| 6M | +3.3% | +131.3% | -128.0% | -1.9% |
| YTD | +8.5% | +182.5% | -174.0% | +1.1% |
| 1Y | +22.1% | +222.3% | -200.2% | +12.3% |
| 3Y | +70.1% | +253.0% | -182.9% | +53.0% |
| 5Y | +97.4% | +141.8% | -44.4% | +78.0% |
| All | +97.4% | +139.4% | -42.0% | +78.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling