+18.6%
CNH vs UMAC
+508.0%
-489.4%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -6.4% | +8.6% | +2.4% |
| 7D | +1.8% | +3.3% | -1.4% | +1.7% |
| 30D | +32.6% | -10.4% | +43.0% | +32.7% |
| 3M | +29.4% | +1.8% | +27.7% | +28.7% |
| 6M | +26.0% | +40.7% | -14.8% | +23.1% |
| YTD | +52.2% | +90.9% | -38.7% | +47.0% |
| 1Y | +23.9% | +151.8% | -127.9% | +18.1% |
| All | +18.6% | +508.0% | -489.4% | +9.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling