+275.3%
UMC vs CMI
+12,151.2%
-11,875.9%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.2% | +5.2% | +4.6% |
| 7D | +13.6% | +0.7% | +12.9% | +13.2% |
| 30D | +20.8% | -12.3% | +33.0% | +28.8% |
| 3M | +16.1% | -16.8% | +32.9% | +27.9% |
| 6M | +137.3% | +1.5% | +135.8% | +135.7% |
| YTD | +193.8% | +9.8% | +184.0% | +177.9% |
| 1Y | +236.1% | +42.6% | +193.5% | +175.6% |
| 3Y | +267.1% | +151.0% | +116.1% | +118.2% |
| 5Y | +145.3% | +167.0% | -21.8% | +39.4% |
| 10Y | +1,857.3% | +512.2% | +1,345.2% | +559.5% |
| All | +275.3% | +12,151.2% | -11,875.9% | -85.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling