+121.5%
UMC vs CI
+13.7%
+107.8%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.7% | -0.3% | -2.8% |
| 7D | +17.8% | -1.7% | +19.5% | +16.8% |
| 30D | -29.6% | +4.9% | -34.5% | -27.8% |
| 3M | -18.4% | +7.4% | -25.8% | -15.3% |
| 6M | -0.1% | +0.4% | -0.5% | +3.1% |
| YTD | +104.0% | +9.5% | +94.6% | +114.7% |
| 1Y | +121.5% | +12.0% | +109.5% | +135.7% |
| All | +121.5% | +13.7% | +107.8% | +135.7% |
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