+154.7%
UMC vs CI
+1,120.2%
-965.5%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.2% | -2.5% | -2.4% |
| 7D | +11.2% | +1.2% | +10.0% | +10.8% |
| 30D | -28.0% | +2.6% | -30.6% | -28.7% |
| 3M | -20.5% | +7.4% | -28.0% | -22.5% |
| 6M | -1.6% | -0.1% | -1.5% | -2.9% |
| YTD | +99.4% | +9.7% | +89.6% | +90.6% |
| 1Y | +120.4% | +12.1% | +108.3% | +109.1% |
| 3Y | +134.2% | +7.0% | +127.2% | +116.8% |
| 5Y | +78.8% | +49.7% | +29.1% | +47.3% |
| 10Y | +1,280.4% | +147.2% | +1,133.2% | +793.3% |
| All | +154.7% | +1,120.2% | -965.5% | 0.0% |
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