+84.9%
CL vs UMC
+1,204.4%
-1,119.6%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.0% | -0.9% | +0.1% |
| 7D | +2.6% | -8.3% | +10.9% | +2.7% |
| 30D | +11.8% | -34.5% | +46.3% | +12.5% |
| 3M | +5.9% | -20.0% | +25.9% | +6.0% |
| 6M | +13.3% | -0.7% | +14.1% | +11.9% |
| YTD | +27.1% | +94.7% | -67.6% | +22.0% |
| 1Y | +28.0% | +106.0% | -78.0% | +22.6% |
| 3Y | +39.4% | +124.3% | -84.9% | +32.2% |
| 5Y | +40.8% | +78.0% | -37.2% | +33.6% |
| 10Y | +84.9% | +1,225.9% | -1,141.1% | +49.1% |
| All | +84.9% | +1,204.4% | -1,119.6% | +49.1% |
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 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