+211.1%
CLS vs UMC
+166.6%
+44.5%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -2.3% | -3.1% | -4.5% |
| 7D | +16.3% | +11.2% | +5.1% | +11.7% |
| 30D | -25.7% | -28.0% | +2.4% | -15.0% |
| 3M | -30.9% | -20.5% | -10.3% | -24.1% |
| 6M | -35.5% | -1.6% | -33.9% | -36.3% |
| YTD | -18.7% | +99.4% | -118.1% | -40.5% |
| 1Y | -17.9% | +120.4% | -138.3% | -42.3% |
| 3Y | +838.1% | +134.2% | +703.9% | +544.4% |
| 5Y | +1,971.9% | +78.8% | +1,893.1% | +1,438.8% |
| 10Y | +1,907.9% | +1,280.4% | +627.4% | +487.2% |
| All | +211.1% | +166.6% | +44.5% | -2.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling