+145.3%
UMC vs CPB
-38.1%
+183.4%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.6% | +3.4% | +4.1% |
| 7D | +13.6% | -8.0% | +21.6% | +12.3% |
| 30D | +20.8% | -2.4% | +23.2% | +20.5% |
| 3M | +16.1% | +0.5% | +15.6% | +16.7% |
| 6M | +137.3% | -10.5% | +147.8% | +137.2% |
| YTD | +193.8% | -17.5% | +211.3% | +192.7% |
| 1Y | +236.1% | -31.0% | +267.1% | +231.1% |
| 3Y | +267.1% | -40.6% | +307.7% | +256.0% |
| 5Y | +145.3% | -37.7% | +183.0% | +154.5% |
| All | +145.3% | -38.1% | +183.4% | +154.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling