+2,953.7%
CLS vs UMC
+1,818.5%
+1,135.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.5% | 0.0% | -1.6% |
| 7D | +5.0% | +11.4% | -6.4% | +0.9% |
| 30D | +4.8% | +16.8% | -12.0% | -1.0% |
| 3M | -10.4% | +19.1% | -29.5% | -16.9% |
| 6M | +20.8% | +137.4% | -116.6% | -14.1% |
| YTD | +10.0% | +186.4% | -176.4% | -27.8% |
| 1Y | +28.5% | +229.1% | -200.6% | -19.7% |
| 3Y | +1,292.2% | +257.9% | +1,034.3% | +750.5% |
| 5Y | +3,616.8% | +137.5% | +3,479.3% | +2,363.1% |
| All | +2,953.7% | +1,818.5% | +1,135.2% | +1,094.0% |
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 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