+1,272.7%
UMC vs CRL
+350.3%
+922.5%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.8% | -1.5% | -2.0% |
| 7D | +11.2% | +0.1% | +11.1% | +11.2% |
| 30D | -28.0% | +11.9% | -39.9% | -30.3% |
| 3M | -20.5% | +20.2% | -40.7% | -25.0% |
| 6M | -1.6% | +107.5% | -109.1% | -22.1% |
| YTD | +99.4% | +69.4% | +30.0% | +66.3% |
| 1Y | +120.4% | +99.7% | +20.7% | +74.3% |
| 3Y | +134.2% | +98.8% | +35.5% | +71.5% |
| 5Y | +78.8% | -12.4% | +91.3% | +73.1% |
| All | +1,272.7% | +350.3% | +922.5% | +744.4% |
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