+83.0%
UMC vs CRL
-13.0%
+96.0%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.5% | -1.4% | -1.9% |
| 7D | +17.8% | +8.9% | +8.9% | +15.4% |
| 30D | -29.6% | +14.0% | -43.6% | -31.8% |
| 3M | -18.4% | +19.8% | -38.2% | -22.1% |
| 6M | -0.1% | +102.0% | -102.2% | -17.5% |
| YTD | +104.0% | +70.8% | +33.2% | +74.9% |
| 1Y | +121.5% | +98.7% | +22.8% | +82.1% |
| 3Y | +135.0% | +98.2% | +36.9% | +79.2% |
| 5Y | +83.0% | -11.7% | +94.7% | +87.6% |
| All | +83.0% | -13.0% | +96.0% | +87.6% |
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