+11.8%
CRM vs UMC
+261.2%
-249.3%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.4% | -0.4% | +1.8% |
| 7D | -4.4% | +9.0% | -13.4% | -4.9% |
| 30D | +28.1% | +17.2% | +10.9% | +26.9% |
| 3M | +48.8% | +11.4% | +37.4% | +44.5% |
| 6M | +28.3% | +137.5% | -109.3% | +7.4% |
| YTD | -6.0% | +193.1% | -199.1% | -26.8% |
| 1Y | +1.4% | +240.3% | -238.9% | -24.2% |
| 3Y | +11.8% | +262.2% | -250.3% | -22.7% |
| All | +11.8% | +261.2% | -249.3% | -22.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling