+262.2%
UMC vs CHD
+0.7%
+261.5%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.2% | +2.1% | +2.4% |
| 7D | +9.0% | -4.5% | +13.5% | +8.3% |
| 30D | +17.2% | -6.7% | +24.0% | +16.1% |
| 3M | +11.4% | -2.7% | +14.1% | +11.2% |
| 6M | +137.5% | -4.9% | +142.4% | +136.6% |
| YTD | +193.1% | +13.3% | +179.8% | +195.8% |
| 1Y | +240.3% | +1.0% | +239.3% | +240.8% |
| 3Y | +262.2% | +1.3% | +260.9% | +259.7% |
| All | +262.2% | +0.7% | +261.5% | +259.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling