-70.0%
CPNG vs UMC
+254.6%
-324.7%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.0% | -4.3% | -1.6% |
| 7D | -7.6% | +13.6% | -21.2% | -11.5% |
| 30D | -8.8% | +20.8% | -29.6% | -14.7% |
| 3M | -7.2% | +16.1% | -23.4% | -15.2% |
| 6M | -21.5% | +137.3% | -158.8% | -47.6% |
| YTD | -37.4% | +193.8% | -231.2% | -63.4% |
| 1Y | -54.3% | +236.1% | -290.4% | -75.2% |
| 3Y | -20.3% | +267.1% | -287.4% | -60.8% |
| 5Y | -51.2% | +145.3% | -196.5% | -73.7% |
| All | -70.0% | +254.6% | -324.7% | -85.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling