+141.8%
UMC vs CFG
+100.9%
+40.9%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.1% | +6.2% | +5.4% |
| 7D | +6.6% | +2.7% | +3.9% | +5.6% |
| 30D | +16.6% | -3.7% | +20.2% | +17.9% |
| 3M | +11.0% | +9.5% | +1.5% | +7.4% |
| 6M | +131.3% | +22.2% | +109.0% | +115.6% |
| YTD | +182.5% | +22.3% | +160.2% | +162.1% |
| 1Y | +222.3% | +39.4% | +182.8% | +185.4% |
| 3Y | +253.0% | +188.5% | +64.5% | +131.2% |
| 5Y | +141.8% | +101.5% | +40.3% | +84.3% |
| All | +141.8% | +100.9% | +40.9% | +84.3% |
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