+54.7%
CNP vs UMAC
+508.0%
-453.3%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -6.4% | +5.5% | -0.8% |
| 7D | +0.7% | +3.3% | -2.6% | +0.6% |
| 30D | -0.1% | -10.4% | +10.3% | 0.0% |
| 3M | -5.6% | +1.8% | -7.4% | -5.7% |
| 6M | -7.5% | +40.7% | -48.2% | -8.0% |
| YTD | +5.5% | +90.9% | -85.4% | +4.6% |
| 1Y | +8.3% | +151.8% | -143.4% | +6.9% |
| All | +54.7% | +508.0% | -453.3% | +46.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling