-10.0%
CRM vs UMC
+112.5%
-122.5%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.1% | +4.3% | +2.1% |
| 7D | -6.2% | -14.7% | +8.5% | -7.3% |
| 30D | -1.2% | -32.9% | +31.7% | -4.0% |
| 3M | +19.1% | -22.2% | +41.3% | +17.5% |
| 6M | +23.0% | +25.9% | -2.9% | +15.6% |
| YTD | -13.7% | +107.9% | -121.6% | -25.1% |
| 1Y | -10.0% | +115.0% | -125.0% | -22.9% |
| All | -10.0% | +112.5% | -122.5% | -22.9% |
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