+166.0%
UMC vs CMS
+433.0%
-267.0%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | -0.2% | +7.1% | +7.0% |
| 7D | +0.1% | -1.1% | +1.2% | +0.6% |
| 30D | -28.7% | +6.6% | -35.3% | -30.5% |
| 3M | -15.1% | +0.8% | -15.9% | -15.7% |
| 6M | +5.0% | -3.3% | +8.3% | +5.1% |
| YTD | +108.2% | +2.7% | +105.5% | +103.1% |
| 1Y | +121.7% | -4.0% | +125.7% | +121.7% |
| 3Y | +139.8% | +37.6% | +102.2% | +105.2% |
| 5Y | +85.1% | +35.4% | +49.7% | +55.7% |
| 10Y | +1,341.4% | +136.0% | +1,205.4% | +791.8% |
| All | +166.0% | +433.0% | -267.0% | -20.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling