+166.0%
UMC vs CP
+4,761.1%
-4,595.1%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | 0.0% | +6.9% | +6.9% |
| 7D | +0.1% | -0.7% | +0.8% | +0.6% |
| 30D | -28.7% | +9.6% | -38.3% | -32.3% |
| 3M | -15.1% | +2.2% | -17.3% | -16.6% |
| 6M | +5.0% | +11.1% | -6.1% | -2.1% |
| YTD | +108.2% | +28.2% | +80.0% | +77.2% |
| 1Y | +121.7% | +32.2% | +89.6% | +85.3% |
| 3Y | +139.8% | +35.5% | +104.3% | +93.1% |
| 5Y | +85.1% | +26.8% | +58.3% | +52.5% |
| 10Y | +1,341.4% | +256.9% | +1,084.4% | +490.0% |
| All | +166.0% | +4,761.1% | -4,595.1% | -83.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling