+207.2%
UMC vs CFG
+40.4%
+166.8%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.1% | +4.7% | +4.6% |
| 7D | +5.0% | +1.5% | +3.4% | +4.7% |
| 30D | +7.7% | -3.8% | +11.5% | +8.6% |
| 3M | +1.7% | +11.5% | -9.8% | -0.9% |
| 6M | +113.9% | +19.2% | +94.7% | +104.8% |
| YTD | +168.9% | +23.7% | +145.2% | +153.6% |
| 1Y | +207.2% | +38.8% | +168.4% | +176.5% |
| All | +207.2% | +40.4% | +166.8% | +176.5% |
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