+243.6%
UMC vs CMS
+419.9%
-176.3%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.2% | +4.8% | +4.7% |
| 7D | +5.0% | +0.4% | +4.6% | +4.8% |
| 30D | +7.7% | -3.6% | +11.3% | +9.1% |
| 3M | +1.7% | -1.9% | +3.6% | +1.6% |
| 6M | +113.9% | -11.0% | +124.9% | +120.9% |
| YTD | +168.9% | +0.2% | +168.7% | +165.6% |
| 1Y | +207.2% | -1.3% | +208.5% | +204.4% |
| 3Y | +227.7% | +35.9% | +191.8% | +181.9% |
| 5Y | +118.0% | +23.1% | +95.0% | +90.6% |
| 10Y | +1,682.1% | +117.9% | +1,564.2% | +1,042.8% |
| All | +243.6% | +419.9% | -176.3% | +4.3% |
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