+263.0%
UMC vs CRL
+38.7%
+224.3%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.9% | +4.8% | +4.1% |
| 7D | +13.6% | -4.6% | +18.2% | +14.4% |
| 30D | +20.8% | +0.5% | +20.3% | +20.5% |
| 3M | +16.1% | +46.6% | -30.5% | +8.4% |
| 6M | +137.3% | +57.3% | +80.0% | +118.1% |
| YTD | +193.8% | +39.5% | +154.2% | +174.6% |
| 1Y | +236.1% | +76.9% | +159.2% | +201.4% |
| All | +263.0% | +38.7% | +224.3% | +223.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling