+236.1%
UMC vs CFG
+38.1%
+198.0%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.9% | +4.9% | +4.1% |
| 7D | +13.6% | -0.6% | +14.2% | +13.7% |
| 30D | +20.8% | -4.5% | +25.3% | +21.8% |
| 3M | +16.1% | +6.3% | +9.8% | +14.3% |
| 6M | +137.3% | +20.6% | +116.7% | +127.0% |
| YTD | +193.8% | +21.2% | +172.5% | +178.2% |
| 1Y | +236.1% | +38.2% | +197.9% | +202.6% |
| All | +236.1% | +38.1% | +198.0% | +202.6% |
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