+253.0%
UMC vs CMS
+35.3%
+217.7%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.5% | +4.6% | +5.1% |
| 7D | +6.6% | +1.2% | +5.4% | +6.8% |
| 30D | +16.6% | -3.2% | +19.7% | +15.9% |
| 3M | +11.0% | -2.2% | +13.2% | +10.0% |
| 6M | +131.3% | -9.4% | +140.7% | +128.6% |
| YTD | +182.5% | +0.7% | +181.8% | +179.4% |
| 1Y | +222.3% | +0.4% | +221.9% | +218.2% |
| 3Y | +253.0% | +35.2% | +217.9% | +239.5% |
| All | +253.0% | +35.3% | +217.7% | +239.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling