+120.4%
UMC vs CAPR
+63.5%
+56.9%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -6.9% | +4.6% | -2.2% |
| 7D | +11.2% | +5.9% | +5.3% | +11.1% |
| 30D | -28.0% | +44.6% | -72.7% | -28.1% |
| 3M | -20.5% | +126.4% | -146.9% | -20.7% |
| 6M | -1.6% | -68.6% | +67.0% | -1.3% |
| YTD | +99.4% | -67.0% | +166.4% | +99.8% |
| 1Y | +120.4% | +65.2% | +55.2% | +120.0% |
| All | +120.4% | +63.5% | +56.9% | +120.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 1y: compounded portfolio wealth divided by compounded CAPR 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…
1y analysis · Full analysis span regression · 6 months rolling