+304.3%
CLS vs UMC
+259.6%
+44.7%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.6% | -3.8% | -1.0% |
| 7D | +4.6% | +5.0% | -0.4% | +2.5% |
| 30D | -13.9% | +7.7% | -21.6% | -16.4% |
| 3M | -26.6% | +1.7% | -28.2% | -28.0% |
| 6M | +15.4% | +113.9% | -98.5% | -17.1% |
| YTD | +5.7% | +168.9% | -163.2% | -31.6% |
| 1Y | +41.1% | +207.2% | -166.1% | -13.1% |
| 3Y | +1,228.6% | +227.7% | +1,000.9% | +697.9% |
| 5Y | +3,240.6% | +118.0% | +3,122.6% | +2,180.7% |
| 10Y | +2,760.3% | +1,682.1% | +1,078.2% | +653.1% |
| All | +304.3% | +259.6% | +44.7% | +12.5% |
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 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