+265.9%
UMC vs CRS
+4,666.9%
-4,401.0%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.2% | -0.3% | -1.7% |
| 7D | +11.4% | -4.1% | +15.5% | +13.0% |
| 30D | +16.8% | -16.6% | +33.4% | +24.2% |
| 3M | +19.1% | -14.3% | +33.4% | +25.8% |
| 6M | +137.4% | +11.6% | +125.8% | +127.3% |
| YTD | +186.4% | +42.6% | +143.8% | +150.6% |
| 1Y | +229.1% | +81.8% | +147.3% | +159.6% |
| 3Y | +257.9% | +632.1% | -374.2% | +60.3% |
| 5Y | +137.5% | +1,401.6% | -1,264.1% | -23.0% |
| 10Y | +1,808.2% | +1,379.0% | +429.1% | +378.1% |
| All | +265.9% | +4,666.9% | -4,401.0% | -63.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling