+145.3%
UMC vs CNP
+70.6%
+74.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.9% | +4.9% | +4.1% |
| 7D | +13.6% | +0.7% | +13.0% | +13.5% |
| 30D | +20.8% | -0.1% | +20.8% | +20.7% |
| 3M | +16.1% | -5.6% | +21.8% | +16.4% |
| 6M | +137.3% | -7.5% | +144.8% | +138.1% |
| YTD | +193.8% | +5.5% | +188.3% | +187.5% |
| 1Y | +236.1% | +8.3% | +227.7% | +226.9% |
| 3Y | +267.1% | +51.8% | +215.3% | +227.7% |
| 5Y | +145.3% | +69.9% | +75.4% | +121.8% |
| All | +145.3% | +70.6% | +74.7% | +121.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling