+253.9%
UMC vs CLBK
+52.3%
+201.5%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.5% | -3.0% | -2.6% |
| 7D | +11.4% | -1.4% | +12.7% | +11.5% |
| 30D | +16.8% | +4.5% | +12.3% | +16.1% |
| 3M | +19.1% | +22.8% | -3.7% | +15.8% |
| 6M | +137.4% | +43.4% | +94.0% | +124.9% |
| YTD | +186.4% | +64.1% | +122.3% | +164.5% |
| 1Y | +229.1% | +67.6% | +161.5% | +202.1% |
| All | +253.9% | +52.3% | +201.5% | +223.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling