+240.3%
UMC vs CNC
+84.7%
+155.6%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.6% | +0.8% | +2.5% |
| 7D | +9.0% | -0.9% | +9.9% | +9.0% |
| 30D | +17.2% | -1.0% | +18.2% | +17.3% |
| 3M | +11.4% | +4.5% | +6.9% | +11.8% |
| 6M | +137.5% | +85.2% | +52.3% | +152.3% |
| YTD | +193.1% | +61.4% | +131.7% | +203.8% |
| 1Y | +240.3% | +94.9% | +145.4% | +267.1% |
| All | +240.3% | +84.7% | +155.6% | +267.1% |
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