+28.0%
CNH vs UMAC
+164.0%
-136.0%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -3.1% | +7.1% | +4.1% |
| 7D | +23.3% | -0.9% | +24.2% | +23.3% |
| 30D | +33.5% | -7.7% | +41.1% | +33.4% |
| 3M | +32.7% | -26.4% | +59.2% | +33.5% |
| 6M | +22.2% | +61.9% | -39.7% | +19.4% |
| YTD | +57.7% | +86.5% | -28.8% | +52.0% |
| 1Y | +28.0% | +156.3% | -128.3% | +23.7% |
| All | +28.0% | +164.0% | -136.0% | +23.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling