+5.9%
CNP vs UMAC
+138.6%
-132.8%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.2% | +1.6% | -1.7% |
| 7D | -2.2% | -4.0% | +1.8% | -2.2% |
| 30D | -2.1% | -9.4% | +7.3% | -2.1% |
| 3M | -7.9% | +3.0% | -10.9% | -7.5% |
| 6M | -8.3% | +27.2% | -35.5% | -7.5% |
| YTD | +3.8% | +84.7% | -80.9% | +5.4% |
| 1Y | +5.9% | +136.5% | -130.6% | +8.4% |
| All | +5.9% | +138.6% | -132.8% | +8.4% |
Cumulative growth
Daily Returns
Daily percentage return beside UMAC.
Daily Out/Under-Performance
Portfolio return minus UMAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMAC 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 1y: compounded portfolio wealth divided by compounded UMAC 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…
1y analysis · Full analysis span regression · 6 months rolling