+238.9%
CRM vs UMC
+1,863.6%
-1,624.7%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.4% | -0.4% | +1.4% |
| 7D | -4.4% | +9.0% | -13.4% | -6.3% |
| 30D | +28.1% | +17.2% | +10.9% | +23.4% |
| 3M | +48.8% | +11.4% | +37.4% | +40.4% |
| 6M | +28.3% | +137.5% | -109.3% | -3.0% |
| YTD | -6.0% | +193.1% | -199.1% | -34.3% |
| 1Y | +1.4% | +240.3% | -238.9% | -32.2% |
| 3Y | +11.8% | +262.2% | -250.3% | -28.2% |
| 5Y | -2.0% | +143.1% | -145.1% | -32.5% |
| All | +238.9% | +1,863.6% | -1,624.7% | +29.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling