+115.0%
UMC vs CMI
+10.9%
+104.1%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -5.8% | +3.7% | +0.9% |
| 7D | -14.7% | -11.2% | -3.5% | -9.2% |
| 30D | -32.9% | -9.8% | -23.0% | -29.1% |
| 3M | -22.2% | -25.5% | +3.4% | -9.6% |
| 6M | +25.9% | -27.7% | +53.6% | +50.2% |
| YTD | +107.9% | -6.6% | +114.5% | +143.7% |
| 1Y | +115.0% | +11.7% | +103.4% | +152.4% |
| All | +115.0% | +10.9% | +104.1% | +152.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CMI.
Daily Out/Under-Performance
Portfolio return minus CMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMI 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 1y: compounded portfolio wealth divided by compounded CMI 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…
1y analysis · Full analysis span regression · 6 months rolling