-20.0%
CPNG vs UMC
+261.2%
-281.2%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.4% | +0.7% | +2.7% |
| 7D | -1.1% | +9.0% | -10.1% | -2.4% |
| 30D | -7.4% | +17.2% | -24.6% | -9.7% |
| 3M | -12.3% | +11.4% | -23.8% | -15.5% |
| 6M | -19.4% | +137.5% | -157.0% | -33.5% |
| YTD | -35.9% | +193.1% | -229.0% | -51.1% |
| 1Y | -53.4% | +240.3% | -293.7% | -66.2% |
| 3Y | -20.0% | +262.2% | -282.2% | -47.2% |
| All | -20.0% | +261.2% | -281.2% | -47.2% |
Cumulative growth
Daily Returns
Daily percentage return beside UMC.
Daily Out/Under-Performance
Portfolio return minus UMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMC 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 3y: compounded portfolio wealth divided by compounded UMC 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…
3y analysis · Full analysis span regression · 6 months rolling