+37.6%
CL vs UMC
+107.6%
-70.0%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +3.5% | -5.7% | -2.0% |
| 7D | +1.3% | -17.0% | +18.3% | +0.5% |
| 30D | +11.4% | -40.6% | +51.9% | +9.0% |
| 3M | +4.4% | -27.9% | +32.3% | +2.9% |
| 6M | +10.8% | -7.5% | +18.2% | +8.8% |
| YTD | +25.1% | +79.3% | -54.2% | +23.9% |
| 1Y | +28.0% | +92.8% | -64.8% | +26.9% |
| 3Y | +37.6% | +108.2% | -70.5% | +34.2% |
| All | +37.6% | +107.6% | -70.0% | +34.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling