+262.2%
UMC vs CRS
+612.2%
-350.1%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.1% | +3.5% | +2.6% |
| 7D | +9.0% | -6.8% | +15.8% | +10.9% |
| 30D | +17.2% | -16.1% | +33.4% | +22.5% |
| 3M | +11.4% | -21.2% | +32.6% | +18.7% |
| 6M | +137.5% | +8.7% | +128.8% | +134.9% |
| YTD | +193.1% | +41.0% | +152.1% | +175.2% |
| 1Y | +240.3% | +82.7% | +157.6% | +200.4% |
| 3Y | +262.2% | +604.8% | -342.6% | +141.5% |
| All | +262.2% | +612.2% | -350.1% | +141.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 CRS 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