+145.3%
UMC vs CRL
-37.6%
+182.9%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.9% | +4.8% | +4.2% |
| 7D | +13.6% | -4.6% | +18.2% | +14.8% |
| 30D | +20.8% | +0.5% | +20.3% | +20.4% |
| 3M | +16.1% | +46.6% | -30.5% | +4.6% |
| 6M | +137.3% | +57.3% | +80.0% | +108.8% |
| YTD | +193.8% | +39.5% | +154.2% | +165.3% |
| 1Y | +236.1% | +76.9% | +159.2% | +183.2% |
| 3Y | +267.1% | +39.4% | +227.8% | +213.6% |
| 5Y | +145.3% | -37.2% | +182.4% | +152.7% |
| All | +145.3% | -37.6% | +182.9% | +152.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling