+243.6%
UMC vs CI
+1,054.3%
-810.8%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.3% | +5.9% | +4.9% |
| 7D | +5.0% | +1.3% | +3.6% | +4.6% |
| 30D | +7.7% | +4.4% | +3.2% | +6.3% |
| 3M | +1.7% | +0.7% | +1.0% | +0.7% |
| 6M | +113.9% | +0.3% | +113.6% | +111.4% |
| YTD | +168.9% | +3.8% | +165.1% | +162.1% |
| 1Y | +207.2% | -5.5% | +212.7% | +203.9% |
| 3Y | +227.7% | +8.1% | +219.6% | +202.9% |
| 5Y | +118.0% | +42.8% | +75.2% | +82.5% |
| 10Y | +1,682.1% | +143.9% | +1,538.2% | +1,056.7% |
| All | +243.6% | +1,054.3% | -810.8% | +37.5% |
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