+1,198.4%
UMC vs CF
+546.3%
+652.2%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -0.1% | +7.6% | +7.5% |
| 7D | -9.2% | -0.9% | -8.3% | -9.2% |
| 30D | -35.1% | +6.9% | -42.1% | -36.0% |
| 3M | -20.5% | +4.8% | -25.3% | -21.5% |
| 6M | -1.7% | +4.7% | -6.4% | -3.5% |
| YTD | +92.8% | +56.5% | +36.3% | +72.5% |
| 1Y | +104.5% | +48.4% | +56.1% | +84.7% |
| 3Y | +129.8% | +59.1% | +70.7% | +101.9% |
| 5Y | +74.0% | +109.5% | -35.5% | +41.0% |
| 10Y | +1,198.4% | +487.0% | +711.5% | +738.9% |
| All | +1,198.4% | +546.3% | +652.2% | +738.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling