+108.4%
CSCO vs UMC
+262.0%
-153.6%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.0% | -3.7% | -0.4% |
| 7D | 0.0% | +13.6% | -13.6% | -2.0% |
| 30D | -10.7% | +20.8% | -31.5% | -13.3% |
| 3M | -8.7% | +16.1% | -24.9% | -11.7% |
| 6M | +44.9% | +137.3% | -92.4% | +25.2% |
| YTD | +44.1% | +193.8% | -149.6% | +18.8% |
| 1Y | +65.9% | +236.1% | -170.2% | +32.8% |
| All | +108.4% | +262.0% | -153.6% | +57.3% |
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