+122.5%
UMC vs CSGP
-64.7%
+187.2%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -2.4% | +7.0% | +4.9% |
| 7D | +5.0% | -4.1% | +9.0% | +5.6% |
| 30D | +7.7% | +2.3% | +5.4% | +7.1% |
| 3M | +1.7% | -8.2% | +9.8% | +2.5% |
| 6M | +113.9% | -35.1% | +149.0% | +134.8% |
| YTD | +168.9% | -54.0% | +222.9% | +222.1% |
| 1Y | +207.2% | -65.3% | +272.5% | +300.7% |
| 3Y | +227.7% | -62.6% | +290.3% | +304.2% |
| All | +122.5% | -64.7% | +187.2% | +140.4% |
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