+274.5%
UMC vs CNI
+3,866.9%
-3,592.4%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.9% | +1.5% | +1.8% |
| 7D | +9.0% | -0.4% | +9.4% | +9.3% |
| 30D | +17.2% | -2.7% | +19.9% | +19.1% |
| 3M | +11.4% | +3.9% | +7.5% | +7.3% |
| 6M | +137.5% | +16.4% | +121.2% | +110.6% |
| YTD | +193.1% | +25.8% | +167.3% | +144.6% |
| 1Y | +240.3% | +32.4% | +207.9% | +173.3% |
| 3Y | +262.2% | +19.1% | +243.1% | +204.4% |
| 5Y | +143.1% | +13.6% | +129.6% | +108.6% |
| 10Y | +1,853.0% | +136.8% | +1,716.2% | +794.1% |
| All | +274.5% | +3,866.9% | -3,592.4% | -82.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling