+240.3%
UMC vs CPB
-33.6%
+273.9%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.3% | +2.1% | +2.4% |
| 7D | +9.0% | -1.8% | +10.8% | +8.5% |
| 30D | +17.2% | -7.1% | +24.3% | +15.0% |
| 3M | +11.4% | -6.0% | +17.5% | +11.0% |
| 6M | +137.5% | -5.3% | +142.8% | +137.5% |
| YTD | +193.1% | -20.8% | +214.0% | +195.2% |
| 1Y | +240.3% | -33.8% | +274.1% | +236.5% |
| All | +240.3% | -33.6% | +273.9% | +236.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 1y: compounded portfolio wealth divided by compounded CPB 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…
1y analysis · Full analysis span regression · 6 months rolling