+115.0%
UMC vs CFG
+34.2%
+80.8%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.4% | -4.5% | -2.4% |
| 7D | -14.7% | +1.8% | -16.4% | -14.8% |
| 30D | -32.9% | +3.3% | -36.1% | -33.1% |
| 3M | -22.2% | -9.8% | -12.3% | -21.0% |
| 6M | +25.9% | +5.2% | +20.7% | +24.0% |
| YTD | +107.9% | +16.1% | +91.8% | +97.4% |
| 1Y | +115.0% | +33.7% | +81.4% | +90.0% |
| All | +115.0% | +34.2% | +80.8% | +90.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 1y: compounded portfolio wealth divided by compounded CFG 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…
1y analysis · Full analysis span regression · 6 months rolling