+148.8%
UMC vs CI
+1,145.4%
-996.7%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.5% | -1.5% | +0.3% |
| 7D | -8.3% | +2.6% | -10.9% | -8.9% |
| 30D | -34.5% | +7.3% | -41.8% | -35.9% |
| 3M | -20.0% | +9.5% | -29.4% | -22.3% |
| 6M | -0.7% | +6.4% | -7.2% | -3.8% |
| YTD | +94.7% | +12.0% | +82.7% | +85.1% |
| 1Y | +106.0% | +20.1% | +85.9% | +91.7% |
| 3Y | +124.3% | +9.6% | +114.7% | +106.3% |
| 5Y | +78.0% | +52.7% | +25.3% | +45.9% |
| 10Y | +1,225.9% | +150.3% | +1,075.7% | +755.8% |
| All | +148.8% | +1,145.4% | -996.7% | -2.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling