+262.2%
UMC vs CMI
+150.2%
+112.0%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.2% | +1.1% | +1.9% |
| 7D | +9.0% | -0.7% | +9.7% | +9.3% |
| 30D | +17.2% | -12.4% | +29.6% | +23.3% |
| 3M | +11.4% | -14.8% | +26.2% | +19.1% |
| 6M | +137.5% | +0.8% | +136.7% | +142.7% |
| YTD | +193.1% | +10.2% | +182.9% | +191.3% |
| 1Y | +240.3% | +37.4% | +202.9% | +216.6% |
| 3Y | +262.2% | +153.3% | +108.9% | +164.5% |
| All | +262.2% | +150.2% | +112.0% | +164.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling