+1,204.2%
UMC vs CLBK
+66.9%
+1,137.3%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.6% | +5.7% | +5.2% |
| 7D | +6.6% | +1.1% | +5.5% | +6.4% |
| 30D | +16.6% | +7.8% | +8.8% | +14.8% |
| 3M | +11.0% | +23.9% | -12.8% | +6.0% |
| 6M | +131.3% | +42.3% | +89.0% | +114.4% |
| YTD | +182.5% | +65.4% | +117.1% | +152.7% |
| 1Y | +222.3% | +70.3% | +151.9% | +185.7% |
| 3Y | +253.0% | +54.5% | +198.6% | +213.4% |
| 5Y | +141.8% | +43.1% | +98.7% | +111.2% |
| All | +1,204.2% | +66.9% | +1,137.3% | +1,057.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling