+683.1%
CL vs UMC
+178.4%
+504.7%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +6.9% | -7.0% | -0.6% |
| 7D | -0.8% | +0.1% | -0.9% | -0.9% |
| 30D | +9.5% | -28.7% | +38.2% | +11.8% |
| 3M | +6.8% | -15.1% | +21.9% | +7.4% |
| 6M | +14.3% | +5.0% | +9.3% | +12.0% |
| YTD | +27.0% | +108.2% | -81.2% | +17.2% |
| 1Y | +26.3% | +121.7% | -95.4% | +15.9% |
| 3Y | +39.3% | +139.8% | -100.5% | +25.9% |
| 5Y | +41.5% | +85.1% | -43.6% | +29.1% |
| 10Y | +84.1% | +1,341.4% | -1,257.3% | +34.4% |
| All | +683.1% | +178.4% | +504.7% | +447.2% |
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 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