+3,957.3%
COST vs UMC
+283.0%
+3,674.3%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.5% | +2.5% | +0.4% |
| 7D | -2.5% | +11.4% | -13.9% | -4.2% |
| 30D | -4.4% | +16.8% | -21.2% | -6.9% |
| 3M | -8.1% | +19.1% | -27.2% | -12.3% |
| 6M | -9.2% | +137.4% | -146.7% | -23.8% |
| YTD | +5.1% | +186.4% | -181.3% | -15.3% |
| 1Y | -5.1% | +229.1% | -234.2% | -25.6% |
| 3Y | +70.4% | +257.9% | -187.5% | +29.9% |
| 5Y | +104.7% | +137.5% | -32.8% | +64.5% |
| 10Y | +608.8% | +1,808.2% | -1,199.3% | +268.2% |
| All | +3,957.3% | +283.0% | +3,674.3% | +1,886.8% |
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