+243.6%
UMC vs CNP
+286.5%
-42.9%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.8% | +5.4% | +4.7% |
| 7D | +5.0% | +1.1% | +3.9% | +4.7% |
| 30D | +7.7% | -1.8% | +9.5% | +8.0% |
| 3M | +1.7% | -4.6% | +6.3% | +2.2% |
| 6M | +113.9% | -8.8% | +122.8% | +116.6% |
| YTD | +168.9% | +5.2% | +163.7% | +164.5% |
| 1Y | +207.2% | +8.3% | +198.9% | +200.2% |
| 3Y | +227.7% | +54.9% | +172.8% | +195.7% |
| 5Y | +118.0% | +73.5% | +44.5% | +91.4% |
| 10Y | +1,682.1% | +139.1% | +1,543.0% | +1,313.4% |
| All | +243.6% | +286.5% | -42.9% | +131.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling