+263.0%
UMC vs CG
+48.1%
+214.9%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -4.0% | +8.0% | +4.8% |
| 7D | +13.6% | -6.4% | +20.0% | +15.0% |
| 30D | +20.8% | -7.1% | +27.8% | +22.2% |
| 3M | +16.1% | -1.6% | +17.7% | +16.1% |
| 6M | +137.3% | -8.3% | +145.6% | +140.6% |
| YTD | +193.8% | -23.8% | +217.6% | +205.4% |
| 1Y | +236.1% | -28.7% | +264.8% | +253.8% |
| All | +263.0% | +48.1% | +214.9% | +193.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling