+1,418.5%
UMC vs CPAY
+1,533.9%
-115.3%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.6% | -3.1% | -2.7% |
| 7D | +11.4% | -2.7% | +14.1% | +12.2% |
| 30D | +16.8% | +0.6% | +16.2% | +16.4% |
| 3M | +19.1% | +17.0% | +2.1% | +13.1% |
| 6M | +137.4% | +24.1% | +113.3% | +120.7% |
| YTD | +186.4% | +35.7% | +150.6% | +156.2% |
| 1Y | +229.1% | +34.0% | +195.1% | +194.1% |
| 3Y | +257.9% | +50.3% | +207.6% | +201.3% |
| 5Y | +137.5% | +56.7% | +80.9% | +94.7% |
| 10Y | +1,808.2% | +153.9% | +1,654.2% | +1,234.6% |
| All | +1,418.5% | +1,533.9% | -115.3% | +522.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CPAY.
Daily Out/Under-Performance
Portfolio return minus CPAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPAY 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 CPAY 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