+1,654.0%
UMC vs CSGP
+44.3%
+1,609.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -2.4% | +7.0% | +5.1% |
| 7D | +5.0% | -4.1% | +9.0% | +5.9% |
| 30D | +7.7% | +2.3% | +5.4% | +6.8% |
| 3M | +1.7% | -8.2% | +9.8% | +2.1% |
| 6M | +113.9% | -35.1% | +149.0% | +135.5% |
| YTD | +168.9% | -54.0% | +222.9% | +224.2% |
| 1Y | +207.2% | -65.3% | +272.5% | +303.2% |
| 3Y | +227.7% | -62.6% | +290.3% | +308.1% |
| 5Y | +118.0% | -64.8% | +182.9% | +168.4% |
| All | +1,654.0% | +44.3% | +1,609.7% | +1,521.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CSGP.
Daily Out/Under-Performance
Portfolio return minus CSGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSGP 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 10y: compounded portfolio wealth divided by compounded CSGP 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…
10y analysis · Full analysis span regression · 6 months rolling