+393.4%
UMC vs CNC
+5,287.0%
-4,893.5%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.8% | +4.8% | +4.1% |
| 7D | +13.6% | -4.9% | +18.5% | +14.5% |
| 30D | +20.8% | -3.8% | +24.5% | +21.4% |
| 3M | +16.1% | -3.2% | +19.4% | +16.3% |
| 6M | +137.3% | +47.9% | +89.4% | +118.9% |
| YTD | +193.8% | +55.7% | +138.1% | +166.5% |
| 1Y | +236.1% | +106.2% | +129.8% | +186.8% |
| 3Y | +267.1% | -2.1% | +269.2% | +244.4% |
| 5Y | +145.3% | +3.4% | +141.9% | +123.6% |
| 10Y | +1,857.3% | +91.7% | +1,765.7% | +1,359.8% |
| All | +393.4% | +5,287.0% | -4,893.5% | +64.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling