+115.0%
UMC vs CRL
+85.3%
+29.7%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -7.3% | +5.2% | -1.4% |
| 7D | -14.7% | -12.8% | -1.9% | -13.6% |
| 30D | -32.9% | +5.0% | -37.9% | -32.9% |
| 3M | -22.2% | +39.4% | -61.5% | -24.6% |
| 6M | +25.9% | +89.4% | -63.4% | +14.4% |
| YTD | +107.9% | +63.6% | +44.4% | +94.5% |
| 1Y | +115.0% | +83.5% | +31.6% | +105.2% |
| All | +115.0% | +85.3% | +29.7% | +105.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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