+115.0%
UMC vs CMS
+1.4%
+113.7%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.4% | -3.5% | -1.2% |
| 7D | -14.7% | +4.1% | -18.7% | -12.3% |
| 30D | -32.9% | +10.9% | -43.7% | -28.5% |
| 3M | -22.2% | -0.2% | -21.9% | -21.9% |
| 6M | +25.9% | -4.7% | +30.6% | +23.6% |
| YTD | +107.9% | +3.9% | +104.0% | +103.6% |
| 1Y | +115.0% | +0.4% | +114.7% | +108.8% |
| All | +115.0% | +1.4% | +113.7% | +108.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 CMS 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