+115.0%
UMC vs CF
+35.9%
+79.1%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.4% | +2.3% | -3.1% |
| 7D | -14.7% | -6.9% | -7.8% | -15.9% |
| 30D | -32.9% | -3.7% | -29.1% | -33.3% |
| 3M | -22.2% | -5.0% | -17.2% | -22.6% |
| 6M | +25.9% | -10.5% | +36.4% | +24.7% |
| YTD | +107.9% | +46.5% | +61.4% | +118.8% |
| 1Y | +115.0% | +34.8% | +80.2% | +133.5% |
| All | +115.0% | +35.9% | +79.1% | +133.5% |
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