+115.0%
UMC vs CI
+21.2%
+93.8%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +3.4% | -5.4% | -0.5% |
| 7D | -14.7% | +3.5% | -18.2% | -13.2% |
| 30D | -32.9% | +12.6% | -45.4% | -29.0% |
| 3M | -22.2% | +12.1% | -34.2% | -17.8% |
| 6M | +25.9% | +10.6% | +15.3% | +32.4% |
| YTD | +107.9% | +12.8% | +95.1% | +120.7% |
| 1Y | +115.0% | +18.0% | +97.0% | +130.4% |
| All | +115.0% | +21.2% | +93.8% | +130.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CI.
Daily Out/Under-Performance
Portfolio return minus CI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CI 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 CI 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