+154.7%
UMC vs CPB
+103.0%
+51.8%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +3.2% | -5.5% | -2.9% |
| 7D | +11.2% | -1.6% | +12.7% | +11.5% |
| 30D | -28.0% | +19.2% | -47.3% | -30.9% |
| 3M | -20.5% | -0.9% | -19.6% | -20.9% |
| 6M | -1.6% | +15.2% | -16.8% | -6.3% |
| YTD | +99.4% | -13.1% | +112.5% | +102.0% |
| 1Y | +120.4% | -22.4% | +142.8% | +129.3% |
| 3Y | +134.2% | -35.3% | +169.5% | +148.7% |
| 5Y | +78.8% | -33.0% | +111.8% | +83.2% |
| 10Y | +1,280.4% | -39.2% | +1,319.6% | +1,241.7% |
| All | +154.7% | +103.0% | +51.8% | +68.4% |
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