+240.3%
UMC vs CG
-33.8%
+274.1%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.7% | +4.0% | +2.5% |
| 7D | +9.0% | -9.9% | +18.9% | +9.7% |
| 30D | +17.2% | -11.7% | +28.9% | +18.1% |
| 3M | +11.4% | -4.3% | +15.7% | +11.9% |
| 6M | +137.5% | -8.8% | +146.3% | +141.0% |
| YTD | +193.1% | -26.9% | +220.0% | +181.9% |
| 1Y | +240.3% | -35.4% | +275.7% | +226.2% |
| All | +240.3% | -33.8% | +274.1% | +226.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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