+141.8%
UMC vs CP
+34.0%
+107.8%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.5% | +5.6% | +5.2% |
| 7D | +6.6% | +2.4% | +4.2% | +5.6% |
| 30D | +16.6% | -0.5% | +17.1% | +16.6% |
| 3M | +11.0% | +1.4% | +9.6% | +9.5% |
| 6M | +131.3% | +10.3% | +121.0% | +119.8% |
| YTD | +182.5% | +24.3% | +158.2% | +153.7% |
| 1Y | +222.3% | +20.4% | +201.8% | +193.1% |
| 3Y | +253.0% | +21.8% | +231.3% | +211.4% |
| 5Y | +141.8% | +31.5% | +110.3% | +106.9% |
| All | +141.8% | +34.0% | +107.8% | +106.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling