+249.1%
UMC vs CPB
-41.0%
+290.0%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +1.8% | +3.3% | +5.4% |
| 7D | +6.6% | -8.2% | +14.8% | +5.1% |
| 30D | +16.6% | -5.6% | +22.2% | +15.5% |
| 3M | +11.0% | +3.0% | +8.1% | +11.7% |
| 6M | +131.3% | -12.7% | +144.0% | +131.2% |
| YTD | +182.5% | -18.0% | +200.5% | +182.0% |
| 1Y | +222.3% | -31.7% | +254.0% | +218.1% |
| All | +249.1% | -41.0% | +290.0% | +239.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling