+115.0%
UMC vs CAH
+38.5%
+76.5%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +3.6% | -5.6% | -0.9% |
| 7D | -14.7% | +7.0% | -21.7% | -12.6% |
| 30D | -32.9% | +12.4% | -45.2% | -30.1% |
| 3M | -22.2% | +12.2% | -34.3% | -18.9% |
| 6M | +25.9% | +33.2% | -7.3% | +32.3% |
| YTD | +107.9% | +28.4% | +79.6% | +123.1% |
| 1Y | +115.0% | +35.0% | +80.0% | +134.4% |
| All | +115.0% | +38.5% | +76.5% | +134.4% |
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