+1,269.2%
CLS vs UMC
+248.1%
+1,021.1%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +5.1% | +0.6% | +3.2% |
| 7D | +12.8% | +6.6% | +6.2% | +9.4% |
| 30D | +3.8% | +16.6% | -12.7% | -3.7% |
| 3M | -14.6% | +11.0% | -25.6% | -20.6% |
| 6M | +32.2% | +131.3% | -99.0% | -19.9% |
| YTD | +11.6% | +182.5% | -170.9% | -42.6% |
| 1Y | +35.1% | +222.3% | -187.2% | -36.6% |
| All | +1,269.2% | +248.1% | +1,021.1% | +478.1% |
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