+120.4%
UMC vs CMS
-2.7%
+123.1%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.7% | -4.0% | -1.2% |
| 7D | +11.2% | +1.7% | +9.5% | +12.5% |
| 30D | -28.0% | +6.2% | -34.2% | -24.9% |
| 3M | -20.5% | +0.6% | -21.2% | -19.8% |
| 6M | -1.6% | -1.8% | +0.2% | -2.9% |
| YTD | +99.4% | +3.8% | +95.5% | +96.6% |
| 1Y | +120.4% | -1.8% | +122.2% | +111.4% |
| All | +120.4% | -2.7% | +123.1% | +111.4% |
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 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