+240.3%
UMC vs CNP
+5.6%
+234.7%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | 0.0% | +2.4% | +2.3% |
| 7D | +9.0% | -1.4% | +10.4% | +8.1% |
| 30D | +17.2% | -2.9% | +20.2% | +15.5% |
| 3M | +11.4% | -7.5% | +18.9% | +6.4% |
| 6M | +137.5% | -7.9% | +145.4% | +126.9% |
| YTD | +193.1% | +3.7% | +189.4% | +182.7% |
| 1Y | +240.3% | +4.6% | +235.7% | +222.5% |
| All | +240.3% | +5.6% | +234.7% | +222.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling