+1,253.2%
UMC vs CLBK
+65.5%
+1,187.8%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.1% | +2.4% | +2.4% |
| 7D | +9.0% | -1.5% | +10.5% | +9.3% |
| 30D | +17.2% | -1.0% | +18.3% | +17.4% |
| 3M | +11.4% | +22.9% | -11.5% | +6.5% |
| 6M | +137.5% | +44.2% | +93.3% | +119.5% |
| YTD | +193.1% | +64.0% | +129.1% | +162.6% |
| 1Y | +240.3% | +65.7% | +174.6% | +203.4% |
| 3Y | +262.2% | +54.1% | +208.1% | +221.6% |
| 5Y | +143.1% | +44.7% | +98.4% | +111.3% |
| All | +1,253.2% | +65.5% | +1,187.8% | +1,102.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 10y: compounded portfolio wealth divided by compounded CLBK 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…
10y analysis · Full analysis span regression · 6 months rolling