+0.1%
CPNG vs UMAC
+473.8%
-473.6%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -2.5% | +5.5% | +3.2% |
| 7D | -1.1% | -3.4% | +2.3% | -1.0% |
| 30D | -7.4% | -15.1% | +7.7% | -7.1% |
| 3M | -12.3% | -10.8% | -1.6% | -12.6% |
| 6M | -19.4% | +15.7% | -35.1% | -21.0% |
| YTD | -35.9% | +80.1% | -116.0% | -38.1% |
| 1Y | -53.4% | +116.7% | -170.1% | -55.4% |
| All | +0.1% | +473.8% | -473.6% | -5.4% |
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 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