+129.8%
UMC vs CP
+30.2%
+99.6%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +2.0% | +5.5% | +7.1% |
| 7D | -9.2% | +2.8% | -11.9% | -9.6% |
| 30D | -35.1% | +11.3% | -46.5% | -36.5% |
| 3M | -20.5% | +2.9% | -23.3% | -21.0% |
| 6M | -1.7% | +9.8% | -11.5% | -4.4% |
| YTD | +92.8% | +28.5% | +64.2% | +79.1% |
| 1Y | +104.5% | +33.5% | +71.0% | +86.9% |
| 3Y | +129.8% | +31.9% | +97.9% | +110.2% |
| All | +129.8% | +30.2% | +99.6% | +110.2% |
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