-3.6%
COST vs UMC
+209.4%
-213.1%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +4.6% | -5.6% | -0.9% |
| 7D | -3.1% | +5.0% | -8.1% | -2.9% |
| 30D | -2.8% | +7.7% | -10.5% | -2.5% |
| 3M | -5.7% | +1.7% | -7.3% | -5.5% |
| 6M | -8.8% | +113.9% | -122.7% | -8.9% |
| YTD | +6.7% | +168.9% | -162.2% | +6.8% |
| 1Y | -3.6% | +207.2% | -210.8% | -3.1% |
| All | -3.6% | +209.4% | -213.1% | -3.1% |
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 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