+1,842.6%
UMC vs CNI
+138.2%
+1,704.4%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.9% | +1.5% | +2.0% |
| 7D | +9.0% | -0.4% | +9.4% | +9.2% |
| 30D | +17.2% | -2.7% | +19.9% | +18.4% |
| 3M | +11.4% | +3.9% | +7.5% | +8.7% |
| 6M | +137.5% | +16.4% | +121.2% | +119.4% |
| YTD | +193.1% | +25.8% | +167.3% | +160.1% |
| 1Y | +240.3% | +32.4% | +207.9% | +194.2% |
| 3Y | +262.2% | +19.1% | +243.1% | +224.0% |
| 5Y | +143.1% | +13.6% | +129.6% | +122.8% |
| All | +1,842.6% | +138.2% | +1,704.4% | +1,252.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CNI.
Daily Out/Under-Performance
Portfolio return minus CNI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNI 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 10y: compounded portfolio wealth divided by compounded CNI 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…
10y analysis · Full analysis span regression · 6 months rolling