+144.1%
UMC vs CMI
+164.8%
-20.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.2% | +1.1% | +1.8% |
| 7D | +9.0% | -0.7% | +9.7% | +9.4% |
| 30D | +17.2% | -12.4% | +29.6% | +24.5% |
| 3M | +11.4% | -14.8% | +26.2% | +20.4% |
| 6M | +137.5% | +0.8% | +136.7% | +139.7% |
| YTD | +193.1% | +10.2% | +182.9% | +182.7% |
| 1Y | +240.3% | +37.4% | +202.9% | +196.0% |
| 3Y | +262.2% | +153.3% | +108.9% | +121.3% |
| All | +144.1% | +164.8% | -20.7% | +31.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling