+263.0%
UMC vs CP
+19.7%
+243.3%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.2% | +5.2% | +4.2% |
| 7D | +13.6% | +0.6% | +13.0% | +13.4% |
| 30D | +20.8% | -0.5% | +21.2% | +20.7% |
| 3M | +16.1% | +0.1% | +16.1% | +15.5% |
| 6M | +137.3% | +7.8% | +129.5% | +130.4% |
| YTD | +193.8% | +22.9% | +170.9% | +174.5% |
| 1Y | +236.1% | +21.3% | +214.8% | +215.0% |
| All | +263.0% | +19.7% | +243.3% | +238.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling