+77.6%
UMC vs CG
-23.0%
+100.6%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.0% | -3.3% | -2.6% |
| 7D | +11.2% | +0.2% | +11.0% | +11.1% |
| 30D | -28.0% | +11.2% | -39.2% | -30.6% |
| 3M | -20.5% | -22.1% | +1.6% | -13.8% |
| 6M | -1.6% | -17.9% | +16.4% | +4.4% |
| YTD | +99.4% | -31.3% | +130.7% | +121.2% |
| 1Y | +120.4% | -24.0% | +144.4% | +134.8% |
| 3Y | +134.2% | +45.0% | +89.3% | +71.2% |
| All | +77.6% | -23.0% | +100.6% | +59.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling