+41.1%
CLS vs UMC
+209.4%
-168.3%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.6% | -3.8% | -1.0% |
| 7D | +4.6% | +5.0% | -0.4% | +2.6% |
| 30D | -13.9% | +7.7% | -21.6% | -16.4% |
| 3M | -26.6% | +1.7% | -28.2% | -27.3% |
| 6M | +15.4% | +113.9% | -98.5% | -16.4% |
| YTD | +5.7% | +168.9% | -163.2% | -33.6% |
| 1Y | +41.1% | +207.2% | -166.1% | -13.0% |
| All | +41.1% | +209.4% | -168.3% | -13.0% |
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