+1,011.2%
UMC vs CG
+282.0%
+729.2%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -30.2% |
| 3M | -20.5% | -22.1% | +1.6% | -14.9% |
| 6M | -1.6% | -17.9% | +16.4% | +3.4% |
| YTD | +99.4% | -31.3% | +130.7% | +117.8% |
| 1Y | +120.4% | -24.0% | +144.4% | +133.2% |
| 3Y | +134.2% | +45.0% | +89.3% | +94.3% |
| 5Y | +78.8% | -22.6% | +101.5% | +72.1% |
| 10Y | +1,280.4% | +282.1% | +998.3% | +797.2% |
| All | +1,011.2% | +282.0% | +729.2% | +597.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling