+207.2%
UMC vs CHD
+7.1%
+200.1%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | 0.0% | +4.6% | +4.6% |
| 7D | +5.0% | -2.7% | +7.6% | +4.2% |
| 30D | +7.7% | -4.6% | +12.3% | +6.3% |
| 3M | +1.7% | +5.0% | -3.4% | +2.2% |
| 6M | +113.9% | -3.2% | +117.1% | +115.2% |
| YTD | +168.9% | +18.6% | +150.3% | +178.8% |
| 1Y | +207.2% | +4.8% | +202.4% | +200.6% |
| All | +207.2% | +7.1% | +200.1% | +200.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 CHD 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