+62.6%
UMC vs CSGP
-63.4%
+126.0%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -4.7% | +8.2% | +4.0% |
| 7D | -17.0% | +1.3% | -18.2% | -17.1% |
| 30D | -40.6% | +10.7% | -51.3% | -41.6% |
| 3M | -27.9% | +3.3% | -31.1% | -28.8% |
| 6M | -7.5% | -10.3% | +2.9% | -7.1% |
| YTD | +79.3% | -54.6% | +133.9% | +114.4% |
| 1Y | +92.8% | -54.6% | +147.4% | +130.2% |
| 3Y | +108.2% | -60.3% | +168.5% | +149.9% |
| All | +62.6% | -63.4% | +126.0% | +91.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling