+243.6%
UMC vs CPB
+88.2%
+155.4%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -3.4% | +8.0% | +5.3% |
| 7D | +5.0% | -8.6% | +13.5% | +6.8% |
| 30D | +7.7% | -7.2% | +14.9% | +9.1% |
| 3M | +1.7% | +0.9% | +0.8% | +0.2% |
| 6M | +113.9% | -11.8% | +125.7% | +116.9% |
| YTD | +168.9% | -19.4% | +188.3% | +178.1% |
| 1Y | +207.2% | -30.4% | +237.6% | +227.9% |
| 3Y | +227.7% | -40.2% | +267.8% | +254.6% |
| 5Y | +118.0% | -39.5% | +157.6% | +129.5% |
| 10Y | +1,682.1% | -47.4% | +1,729.5% | +1,729.1% |
| All | +243.6% | +88.2% | +155.4% | +131.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling