+1,566.4%
UMC vs CTVA
+211.9%
+1,354.6%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.3% | +5.3% | +4.3% |
| 7D | +13.6% | -5.8% | +19.4% | +15.2% |
| 30D | +20.8% | +11.1% | +9.7% | +17.6% |
| 3M | +16.1% | +13.2% | +2.9% | +11.8% |
| 6M | +137.3% | +8.7% | +128.6% | +130.3% |
| YTD | +193.8% | +27.3% | +166.5% | +173.5% |
| 1Y | +236.1% | +18.0% | +218.1% | +218.1% |
| 3Y | +267.1% | +76.5% | +190.6% | +208.8% |
| 5Y | +145.3% | +105.1% | +40.2% | +99.7% |
| All | +1,566.4% | +211.9% | +1,354.6% | +1,123.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CTVA.
Daily Out/Under-Performance
Portfolio return minus CTVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTVA 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 CTVA 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