+3,682.3%
CLS vs UMC
+145.1%
+3,537.2%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +4.0% | -2.9% | -0.8% |
| 7D | +20.1% | +13.6% | +6.5% | +12.7% |
| 30D | +6.0% | +20.8% | -14.7% | -3.4% |
| 3M | -10.3% | +16.1% | -26.4% | -18.6% |
| 6M | +24.5% | +137.3% | -112.8% | -24.3% |
| YTD | +12.9% | +193.8% | -180.9% | -40.7% |
| 1Y | +36.7% | +236.1% | -199.4% | -33.5% |
| 3Y | +1,328.1% | +267.1% | +1,061.0% | +562.0% |
| 5Y | +3,682.3% | +145.3% | +3,537.0% | +1,979.9% |
| All | +3,682.3% | +145.1% | +3,537.2% | +1,979.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling