+240.3%
UMC vs CI
-5.7%
+246.0%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.1% | +2.4% | +2.3% |
| 7D | +9.0% | -0.1% | +9.1% | +9.0% |
| 30D | +17.2% | +1.8% | +15.5% | +17.8% |
| 3M | +11.4% | -4.2% | +15.7% | +11.2% |
| 6M | +137.5% | +8.8% | +128.7% | +141.9% |
| YTD | +193.1% | +3.7% | +189.4% | +196.8% |
| 1Y | +240.3% | -6.1% | +246.4% | +242.3% |
| All | +240.3% | -5.7% | +246.0% | +242.3% |
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