+243.6%
UMC vs CRL
+1,161.2%
-917.6%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.7% | +6.2% | +5.1% |
| 7D | +5.0% | -1.0% | +6.0% | +5.2% |
| 30D | +7.7% | +10.7% | -3.0% | +4.0% |
| 3M | +1.7% | +55.3% | -53.6% | -13.0% |
| 6M | +113.9% | +60.7% | +53.3% | +79.5% |
| YTD | +168.9% | +44.6% | +124.3% | +132.0% |
| 1Y | +207.2% | +77.7% | +129.5% | +144.8% |
| 3Y | +227.7% | +37.6% | +190.1% | +165.7% |
| 5Y | +118.0% | -35.8% | +153.9% | +124.6% |
| 10Y | +1,682.1% | +241.7% | +1,440.4% | +877.8% |
| All | +243.6% | +1,161.2% | -917.6% | +31.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling