+838.1%
CLS vs UMC
+131.8%
+706.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -2.3% | -3.1% | -4.2% |
| 7D | +16.3% | +11.2% | +5.1% | +10.3% |
| 30D | -25.7% | -28.0% | +2.4% | -12.3% |
| 3M | -30.9% | -20.5% | -10.3% | -22.6% |
| 6M | -35.5% | -1.6% | -33.9% | -37.0% |
| YTD | -18.7% | +99.4% | -118.1% | -49.5% |
| 1Y | -17.9% | +120.4% | -138.3% | -52.5% |
| 3Y | +838.1% | +134.2% | +703.9% | +406.5% |
| All | +838.1% | +131.8% | +706.3% | +406.5% |
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