+139.7%
UMC vs CPB
-37.1%
+176.8%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.1% | -0.9% | -2.2% |
| 7D | +17.8% | -5.8% | +23.6% | +16.3% |
| 30D | -29.6% | +16.5% | -46.1% | -27.2% |
| 3M | -18.4% | -1.1% | -17.3% | -17.8% |
| 6M | -0.1% | +11.5% | -11.6% | +2.0% |
| YTD | +104.0% | -15.7% | +119.8% | +106.5% |
| 1Y | +121.5% | -24.7% | +146.2% | +122.5% |
| All | +139.7% | -37.1% | +176.8% | +132.3% |
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