+207.2%
UMC vs CF
+62.4%
+144.8%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -3.2% | +7.8% | +4.0% |
| 7D | +5.0% | +6.0% | -1.1% | +6.1% |
| 30D | +7.7% | +14.8% | -7.2% | +10.6% |
| 3M | +1.7% | +14.1% | -12.4% | +4.8% |
| 6M | +113.9% | +28.5% | +85.4% | +119.2% |
| YTD | +168.9% | +74.9% | +94.0% | +171.0% |
| 1Y | +207.2% | +61.7% | +145.5% | +220.0% |
| All | +207.2% | +62.4% | +144.8% | +220.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 CF 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