+1,272.7%
UMC vs CMS
+140.2%
+1,132.5%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.7% | -4.0% | -2.3% |
| 7D | +11.2% | +1.7% | +9.5% | +11.1% |
| 30D | -28.0% | +6.2% | -34.2% | -28.2% |
| 3M | -20.5% | +0.6% | -21.2% | -20.6% |
| 6M | -1.6% | -1.8% | +0.2% | -1.7% |
| YTD | +99.4% | +3.8% | +95.5% | +98.0% |
| 1Y | +120.4% | -1.8% | +122.2% | +119.9% |
| 3Y | +134.2% | +39.8% | +94.4% | +124.4% |
| 5Y | +78.8% | +37.1% | +41.7% | +70.9% |
| All | +1,272.7% | +140.2% | +1,132.5% | +1,245.6% |
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