+145.3%
UMC vs CI
+43.3%
+101.9%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.8% | +3.1% | +3.9% |
| 7D | +13.6% | -1.1% | +14.7% | +13.7% |
| 30D | +20.8% | +0.5% | +20.3% | +20.7% |
| 3M | +16.1% | -5.2% | +21.3% | +16.4% |
| 6M | +137.3% | +4.3% | +133.0% | +135.3% |
| YTD | +193.8% | +2.8% | +191.0% | +191.3% |
| 1Y | +236.1% | -5.8% | +241.9% | +235.6% |
| 3Y | +267.1% | +4.7% | +262.4% | +249.6% |
| 5Y | +145.3% | +42.7% | +102.6% | +108.2% |
| All | +145.3% | +43.3% | +101.9% | +108.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling