+115.0%
UMC vs CNC
+122.0%
-7.0%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +12.6% | -14.7% | -0.9% |
| 7D | -14.7% | +13.4% | -28.0% | -13.6% |
| 30D | -32.9% | +18.2% | -51.1% | -31.7% |
| 3M | -22.2% | +18.6% | -40.8% | -20.8% |
| 6M | +25.9% | +41.9% | -16.0% | +29.3% |
| YTD | +107.9% | +84.7% | +23.2% | +114.6% |
| 1Y | +115.0% | +110.5% | +4.5% | +122.2% |
| All | +115.0% | +122.0% | -7.0% | +122.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CNC.
Daily Out/Under-Performance
Portfolio return minus CNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNC 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 1y: compounded portfolio wealth divided by compounded CNC 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…
1y analysis · Full analysis span regression · 6 months rolling