+1,842.6%
UMC vs CRL
+256.1%
+1,586.5%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.9% | +0.4% | +1.8% |
| 7D | +9.0% | -3.5% | +12.6% | +10.1% |
| 30D | +17.2% | -2.1% | +19.4% | +17.8% |
| 3M | +11.4% | +48.0% | -36.6% | -1.9% |
| 6M | +137.5% | +64.7% | +72.8% | +101.2% |
| YTD | +193.1% | +39.5% | +153.6% | +159.5% |
| 1Y | +240.3% | +74.2% | +166.1% | +178.9% |
| 3Y | +262.2% | +39.4% | +222.8% | +199.1% |
| 5Y | +143.1% | -36.9% | +180.0% | +160.3% |
| All | +1,842.6% | +256.1% | +1,586.5% | +1,172.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling