+57.3%
CL vs UMC
+1,867.9%
-1,810.6%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.0% | -4.4% | -0.5% |
| 7D | -2.3% | +13.6% | -15.9% | -2.6% |
| 30D | -5.5% | +20.8% | -26.3% | -5.9% |
| 3M | +0.8% | +16.1% | -15.3% | 0.0% |
| 6M | -4.2% | +137.3% | -141.5% | -7.8% |
| YTD | +13.4% | +193.8% | -180.3% | +8.1% |
| 1Y | +7.1% | +236.1% | -229.0% | +1.4% |
| 3Y | +29.0% | +267.1% | -238.1% | +20.8% |
| 5Y | +28.3% | +145.3% | -117.0% | +21.4% |
| 10Y | +57.3% | +1,857.3% | -1,800.0% | +22.3% |
| All | +57.3% | +1,867.9% | -1,810.6% | +22.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling