+1,842.6%
UMC vs CHD
+126.1%
+1,716.5%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.2% | +2.1% | +2.3% |
| 7D | +9.0% | -4.5% | +13.5% | +9.3% |
| 30D | +17.2% | -6.7% | +24.0% | +17.7% |
| 3M | +11.4% | -2.7% | +14.1% | +11.4% |
| 6M | +137.5% | -4.9% | +142.4% | +137.8% |
| YTD | +193.1% | +13.3% | +179.8% | +188.9% |
| 1Y | +240.3% | +1.0% | +239.3% | +238.7% |
| 3Y | +262.2% | +1.3% | +260.9% | +258.4% |
| 5Y | +143.1% | +20.8% | +122.3% | +132.4% |
| All | +1,842.6% | +126.1% | +1,716.5% | +1,611.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling