+1,857.3%
UMC vs CFG
+308.1%
+1,549.2%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.9% | +4.9% | +4.2% |
| 7D | +13.6% | -0.6% | +14.2% | +13.7% |
| 30D | +20.8% | -4.5% | +25.3% | +22.1% |
| 3M | +16.1% | +6.3% | +9.8% | +14.1% |
| 6M | +137.3% | +20.6% | +116.7% | +125.8% |
| YTD | +193.8% | +21.2% | +172.5% | +178.3% |
| 1Y | +236.1% | +38.2% | +197.9% | +207.7% |
| 3Y | +267.1% | +185.9% | +81.2% | +174.4% |
| 5Y | +145.3% | +97.0% | +48.3% | +98.5% |
| 10Y | +1,857.3% | +306.8% | +1,550.5% | +1,248.5% |
| All | +1,857.3% | +308.1% | +1,549.2% | +1,248.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling