+836.0%
UMC vs CF
+5,948.3%
-5,112.3%
-69.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -3.2% | +7.8% | +5.5% |
| 7D | +5.0% | +6.0% | -1.1% | +3.1% |
| 30D | +7.7% | +14.8% | -7.2% | +3.2% |
| 3M | +1.7% | +14.1% | -12.4% | -2.9% |
| 6M | +113.9% | +28.5% | +85.4% | +92.0% |
| YTD | +168.9% | +74.9% | +94.0% | +118.7% |
| 1Y | +207.2% | +61.7% | +145.5% | +155.1% |
| 3Y | +227.7% | +80.3% | +147.4% | +156.1% |
| 5Y | +118.0% | +226.0% | -107.9% | +32.9% |
| 10Y | +1,682.1% | +569.9% | +1,112.3% | +638.1% |
| All | +836.0% | +5,948.3% | -5,112.3% | +26.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling