+1,398.7%
UMC vs CG
+351.2%
+1,047.6%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.6% | +6.2% | +5.1% |
| 7D | +5.0% | -4.3% | +9.3% | +6.2% |
| 30D | +7.7% | -5.1% | +12.8% | +9.0% |
| 3M | +1.7% | +8.7% | -7.0% | -1.3% |
| 6M | +113.9% | -9.2% | +123.2% | +118.5% |
| YTD | +168.9% | -18.9% | +187.8% | +180.5% |
| 1Y | +207.2% | -25.6% | +232.8% | +227.2% |
| 3Y | +227.7% | +57.3% | +170.4% | +166.2% |
| 5Y | +118.0% | +10.2% | +107.9% | +91.0% |
| 10Y | +1,682.1% | +364.2% | +1,317.9% | +998.4% |
| All | +1,398.7% | +351.2% | +1,047.6% | +798.8% |
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