+1,448.0%
CB vs UMC
+259.6%
+1,188.3%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +4.6% | -6.5% | -2.6% |
| 7D | +0.5% | +5.0% | -4.5% | -0.3% |
| 30D | -3.1% | +7.7% | -10.8% | -4.4% |
| 3M | +9.0% | +1.7% | +7.3% | +6.5% |
| 6M | +2.9% | +113.9% | -111.1% | -12.4% |
| YTD | +10.1% | +168.9% | -158.8% | -10.7% |
| 1Y | +22.8% | +207.2% | -184.4% | -3.0% |
| 3Y | +73.8% | +227.7% | -153.9% | +33.2% |
| 5Y | +99.2% | +118.0% | -18.9% | +60.0% |
| 10Y | +218.2% | +1,682.1% | -1,463.9% | +58.3% |
| All | +1,448.0% | +259.6% | +1,188.3% | +581.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling