+262.2%
UMC vs CAH
+176.8%
+85.4%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.6% | +3.0% | +2.4% |
| 7D | +9.0% | -5.1% | +14.1% | +9.0% |
| 30D | +17.2% | +0.2% | +17.1% | +17.2% |
| 3M | +11.4% | +6.3% | +5.1% | +10.8% |
| 6M | +137.5% | +9.4% | +128.1% | +135.9% |
| YTD | +193.1% | +15.0% | +178.2% | +189.6% |
| 1Y | +240.3% | +55.4% | +184.9% | +222.0% |
| 3Y | +262.2% | +173.8% | +88.4% | +226.7% |
| All | +262.2% | +176.8% | +85.4% | +226.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling