+11.9%
COST vs UMC
+112.5%
-100.6%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.1% | +4.7% | +2.6% |
| 7D | +6.6% | -14.7% | +21.3% | +5.8% |
| 30D | +13.5% | -32.9% | +46.3% | +11.4% |
| 3M | +10.6% | -22.2% | +32.7% | +9.3% |
| 6M | +3.6% | +25.9% | -22.3% | +2.6% |
| YTD | +22.1% | +107.9% | -85.9% | +20.7% |
| 1Y | +11.9% | +115.0% | -103.1% | +10.4% |
| All | +11.9% | +112.5% | -100.6% | +10.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling