+1,772.2%
UMC vs CF
+589.1%
+1,183.1%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.7% | +4.3% | +4.9% |
| 7D | +6.6% | -0.9% | +7.5% | +6.7% |
| 30D | +16.6% | +18.1% | -1.5% | +13.6% |
| 3M | +11.0% | +23.4% | -12.3% | +7.2% |
| 6M | +131.3% | +17.1% | +114.2% | +121.8% |
| YTD | +182.5% | +76.2% | +106.3% | +150.4% |
| 1Y | +222.3% | +62.3% | +160.0% | +189.7% |
| 3Y | +253.0% | +71.8% | +181.2% | +209.3% |
| 5Y | +141.8% | +234.6% | -92.7% | +81.5% |
| 10Y | +1,772.2% | +574.3% | +1,198.0% | +1,171.3% |
| All | +1,772.2% | +589.1% | +1,183.1% | +1,171.3% |
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