+253.0%
UMC vs CNP
+54.5%
+198.5%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +1.1% | +3.9% | +5.2% |
| 7D | +6.6% | +1.6% | +4.9% | +6.8% |
| 30D | +16.6% | -0.8% | +17.3% | +16.5% |
| 3M | +11.0% | -3.6% | +14.6% | +10.3% |
| 6M | +131.3% | -6.9% | +138.2% | +129.9% |
| YTD | +182.5% | +6.4% | +176.1% | +178.4% |
| 1Y | +222.3% | +9.9% | +212.3% | +216.6% |
| 3Y | +253.0% | +53.1% | +199.9% | +230.7% |
| All | +253.0% | +54.5% | +198.5% | +230.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling