+1,798.0%
UMC vs CNP
+137.1%
+1,660.9%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.6% | -0.9% | -2.2% |
| 7D | +11.4% | -2.2% | +13.5% | +11.8% |
| 30D | +16.8% | -2.1% | +18.8% | +17.2% |
| 3M | +19.1% | -7.9% | +27.0% | +20.5% |
| 6M | +137.4% | -8.3% | +145.8% | +139.9% |
| YTD | +186.4% | +3.8% | +182.6% | +181.8% |
| 1Y | +229.1% | +5.9% | +223.2% | +222.2% |
| 3Y | +257.9% | +49.3% | +208.6% | +222.1% |
| 5Y | +137.5% | +69.3% | +68.3% | +107.2% |
| All | +1,798.0% | +137.1% | +1,660.9% | +1,343.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CNP.
Daily Out/Under-Performance
Portfolio return minus CNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNP 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 CNP 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