+1.7%
CNH vs UMAC
+182.0%
-180.3%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.6% | +4.1% | -0.4% |
| 7D | +3.0% | -5.2% | +8.2% | +3.2% |
| 30D | -0.6% | -36.4% | +35.8% | +0.5% |
| 3M | +14.6% | -58.6% | +73.2% | +16.9% |
| 6M | +11.8% | -24.6% | +36.4% | +11.3% |
| YTD | +30.4% | -11.5% | +41.9% | +28.3% |
| 1Y | +19.1% | +16.9% | +2.2% | +15.9% |
| All | +1.7% | +182.0% | -180.3% | -4.2% |
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