+1,798.0%
UMC vs CI
+144.3%
+1,653.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.0% | -3.5% | -2.6% |
| 7D | +11.4% | -1.3% | +12.7% | +11.5% |
| 30D | +16.8% | +3.1% | +13.6% | +16.3% |
| 3M | +19.1% | -4.5% | +23.6% | +19.5% |
| 6M | +137.4% | +8.3% | +129.2% | +133.6% |
| YTD | +186.4% | +3.8% | +182.6% | +182.8% |
| 1Y | +229.1% | -5.0% | +234.1% | +227.6% |
| 3Y | +257.9% | +5.8% | +252.1% | +243.6% |
| 5Y | +137.5% | +50.6% | +86.9% | +112.3% |
| All | +1,798.0% | +144.3% | +1,653.7% | +1,549.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling