+196.8%
UMC vs CAI
-11.0%
+207.8%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -3.2% | +7.2% | +4.3% |
| 7D | +13.6% | -3.1% | +16.7% | +13.9% |
| 30D | +20.8% | +2.7% | +18.1% | +20.3% |
| 3M | +16.1% | +41.7% | -25.5% | +10.9% |
| 6M | +137.3% | +26.5% | +110.8% | +127.6% |
| YTD | +193.8% | -10.9% | +204.7% | +194.6% |
| 1Y | +236.1% | -29.2% | +265.3% | +241.9% |
| All | +196.8% | -11.0% | +207.8% | +191.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling