+15.2%
CNH vs UMAC
+488.3%
-473.0%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.2% | +0.4% | -2.8% |
| 7D | -2.5% | -4.0% | +1.5% | -2.4% |
| 30D | +27.0% | -9.4% | +36.4% | +27.1% |
| 3M | +32.6% | +3.0% | +29.6% | +31.8% |
| 6M | +23.6% | +27.2% | -3.6% | +21.1% |
| YTD | +47.8% | +84.7% | -36.9% | +42.9% |
| 1Y | +21.3% | +136.5% | -115.2% | +15.8% |
| All | +15.2% | +488.3% | -473.0% | +6.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling