+229.1%
UMC vs CRL
+73.3%
+155.8%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.9% | -0.6% | -2.3% |
| 7D | +11.4% | -6.9% | +18.3% | +12.0% |
| 30D | +16.8% | -3.2% | +20.0% | +17.0% |
| 3M | +19.1% | +46.5% | -27.4% | +12.3% |
| 6M | +137.4% | +63.1% | +74.3% | +120.6% |
| YTD | +186.4% | +36.9% | +149.5% | +170.7% |
| 1Y | +229.1% | +78.1% | +151.0% | +218.3% |
| All | +229.1% | +73.3% | +155.8% | +218.3% |
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 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