+1,857.3%
UMC vs CMS
+116.0%
+1,741.4%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.9% | +4.9% | +4.0% |
| 7D | +13.6% | +0.2% | +13.5% | +13.6% |
| 30D | +20.8% | -1.3% | +22.0% | +20.8% |
| 3M | +16.1% | -5.4% | +21.5% | +16.3% |
| 6M | +137.3% | -10.3% | +147.6% | +138.5% |
| YTD | +193.8% | -0.2% | +194.0% | +192.2% |
| 1Y | +236.1% | -0.9% | +236.9% | +234.3% |
| 3Y | +267.1% | +34.0% | +233.2% | +251.9% |
| 5Y | +145.3% | +23.6% | +121.7% | +136.2% |
| 10Y | +1,857.3% | +122.2% | +1,735.1% | +1,715.4% |
| All | +1,857.3% | +116.0% | +1,741.4% | +1,715.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling