+7.5%
CL vs UMC
+222.3%
-214.7%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +5.1% | -5.5% | -0.2% |
| 7D | -1.4% | +6.6% | -8.0% | -1.0% |
| 30D | -5.2% | +16.6% | -21.8% | -4.5% |
| 3M | +3.3% | +11.0% | -7.7% | +3.3% |
| 6M | -4.4% | +131.3% | -135.7% | -3.1% |
| YTD | +13.9% | +182.5% | -168.6% | +18.7% |
| All | +7.5% | +222.3% | -214.7% | +12.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling