+77.6%
UMC vs CFG
+61.7%
+15.9%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.6% | -2.9% | -2.5% |
| 7D | +11.2% | +3.2% | +8.0% | +10.1% |
| 30D | -28.0% | +5.1% | -33.2% | -29.0% |
| 3M | -20.5% | -11.2% | -9.3% | -17.5% |
| 6M | -1.6% | +9.6% | -11.1% | -5.0% |
| YTD | +99.4% | +15.0% | +84.4% | +88.4% |
| 1Y | +120.4% | +29.9% | +90.5% | +99.6% |
| 3Y | +134.2% | +192.1% | -57.9% | +50.4% |
| All | +77.6% | +61.7% | +15.9% | +47.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling