-51.1%
CHTR vs UMAC
+488.3%
-539.3%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -3.2% | +8.2% | +5.0% |
| 7D | -7.1% | -4.0% | -3.1% | -7.1% |
| 30D | -10.9% | -9.4% | -1.5% | -10.8% |
| 3M | +2.0% | +3.0% | -1.0% | +1.8% |
| 6M | -35.9% | +27.2% | -63.1% | -36.5% |
| YTD | -32.7% | +84.7% | -117.4% | -33.7% |
| 1Y | -46.6% | +136.5% | -183.0% | -47.6% |
| All | -51.1% | +488.3% | -539.3% | -55.5% |
Cumulative growth
Daily Returns
Daily percentage return beside UMAC.
Daily Out/Under-Performance
Portfolio return minus UMAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMAC 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 UMAC 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