+108.2%
UMC vs CSGP
-60.4%
+168.6%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -4.7% | +8.2% | +3.1% |
| 7D | -17.0% | +1.3% | -18.2% | -16.8% |
| 30D | -40.6% | +10.7% | -51.3% | -39.9% |
| 3M | -27.9% | +3.3% | -31.1% | -27.3% |
| 6M | -7.5% | -10.3% | +2.9% | -5.8% |
| YTD | +79.3% | -54.6% | +133.9% | +101.3% |
| 1Y | +92.8% | -54.6% | +147.4% | +116.3% |
| 3Y | +108.2% | -60.3% | +168.5% | +123.2% |
| All | +108.2% | -60.4% | +168.6% | +123.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling