+236.1%
UMC vs CMS
-0.2%
+236.3%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.9% | +4.9% | +3.5% |
| 7D | +13.6% | +0.2% | +13.5% | +13.7% |
| 30D | +20.8% | -1.3% | +22.0% | +20.1% |
| 3M | +16.1% | -5.4% | +21.5% | +11.9% |
| 6M | +137.3% | -10.3% | +147.6% | +128.1% |
| YTD | +193.8% | -0.2% | +194.0% | +182.5% |
| 1Y | +236.1% | -0.9% | +236.9% | +213.1% |
| All | +236.1% | -0.2% | +236.3% | +213.1% |
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