+115.0%
UMC vs CP
+35.2%
+79.8%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +3.5% | -5.6% | -1.1% |
| 7D | -14.7% | +5.6% | -20.2% | -13.3% |
| 30D | -32.9% | +10.0% | -42.9% | -31.0% |
| 3M | -22.2% | +4.4% | -26.6% | -21.0% |
| 6M | +25.9% | +14.1% | +11.8% | +29.4% |
| YTD | +107.9% | +29.1% | +78.9% | +136.2% |
| 1Y | +115.0% | +34.6% | +80.5% | +140.4% |
| All | +115.0% | +35.2% | +79.8% | +140.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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