+196.2%
UMC vs CAI
-9.9%
+206.0%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.2% | +1.1% | +2.2% |
| 7D | +9.0% | -2.9% | +11.9% | +9.3% |
| 30D | +17.2% | +9.3% | +7.9% | +16.0% |
| 3M | +11.4% | +35.2% | -23.8% | +7.0% |
| 6M | +137.5% | +30.7% | +106.8% | +126.9% |
| YTD | +193.1% | -9.8% | +202.9% | +193.6% |
| 1Y | +240.3% | -28.9% | +269.2% | +246.0% |
| All | +196.2% | -9.9% | +206.0% | +190.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 5y: compounded portfolio wealth divided by compounded CAI 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…
5y analysis · Full analysis span regression · 6 months rolling