+253.0%
UMC vs CAPR
+42.0%
+211.0%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -3.6% | +8.7% | +5.1% |
| 7D | +6.6% | -9.5% | +16.1% | +6.6% |
| 30D | +16.6% | +121.5% | -105.0% | +16.1% |
| 3M | +11.0% | -65.4% | +76.4% | +11.4% |
| 6M | +131.3% | -67.5% | +198.8% | +132.1% |
| YTD | +182.5% | -68.6% | +251.1% | +183.4% |
| 1Y | +222.3% | +42.7% | +179.6% | +218.5% |
| 3Y | +253.0% | +43.4% | +209.7% | +230.4% |
| All | +253.0% | +42.0% | +211.0% | +230.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling