-1.2%
CNP vs UMAC
-25.4%
+24.2%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.6% | +5.2% | +0.5% |
| 7D | +1.3% | -5.2% | +6.5% | +1.2% |
| 30D | +3.8% | -36.4% | +40.2% | +3.0% |
| 3M | +2.4% | -58.6% | +61.0% | +0.9% |
| 6M | -1.2% | -24.6% | +23.5% | -0.4% |
| All | -1.2% | -25.4% | +24.2% | -0.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling