+108.2%
UMC vs CF
+57.7%
+50.4%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.7% | +2.8% | +3.5% |
| 7D | -17.0% | -3.2% | -13.8% | -16.8% |
| 30D | -40.6% | +4.3% | -44.9% | -40.4% |
| 3M | -27.9% | +2.8% | -30.7% | -27.7% |
| 6M | -7.5% | +0.6% | -8.1% | -7.2% |
| YTD | +79.3% | +56.6% | +22.7% | +65.4% |
| 1Y | +92.8% | +49.6% | +43.2% | +79.3% |
| 3Y | +108.2% | +61.5% | +46.7% | +85.3% |
| All | +108.2% | +57.7% | +50.4% | +85.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling