+207.2%
UMC vs CAH
+65.8%
+141.4%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.6% | +5.2% | +4.5% |
| 7D | +5.0% | +5.4% | -0.4% | +5.7% |
| 30D | +7.7% | +3.3% | +4.3% | +8.1% |
| 3M | +1.7% | +22.8% | -21.1% | +3.2% |
| 6M | +113.9% | +11.3% | +102.7% | +118.3% |
| YTD | +168.9% | +21.1% | +147.8% | +174.4% |
| 1Y | +207.2% | +67.2% | +140.0% | +208.3% |
| All | +207.2% | +65.8% | +141.4% | +208.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CAH.
Daily Out/Under-Performance
Portfolio return minus CAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAH 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 CAH 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