+144.1%
UMC vs CG
-2.7%
+146.8%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.7% | +4.0% | +2.9% |
| 7D | +9.0% | -9.9% | +18.9% | +12.7% |
| 30D | +17.2% | -11.7% | +28.9% | +21.7% |
| 3M | +11.4% | -4.3% | +15.7% | +12.1% |
| 6M | +137.5% | -8.8% | +146.3% | +142.7% |
| YTD | +193.1% | -26.9% | +220.0% | +218.5% |
| 1Y | +240.3% | -35.4% | +275.7% | +285.5% |
| 3Y | +262.2% | +43.0% | +219.2% | +169.8% |
| All | +144.1% | -2.7% | +146.8% | +95.7% |
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