+260.9%
UMC vs CHD
+4,837.5%
-4,576.6%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -2.0% | +7.1% | +5.6% |
| 7D | +6.6% | -2.9% | +9.5% | +7.5% |
| 30D | +16.6% | -6.2% | +22.8% | +18.6% |
| 3M | +11.0% | +1.6% | +9.5% | +9.6% |
| 6M | +131.3% | -3.5% | +134.8% | +131.6% |
| YTD | +182.5% | +16.2% | +166.3% | +167.0% |
| 1Y | +222.3% | +3.4% | +218.9% | +214.5% |
| 3Y | +253.0% | +4.6% | +248.4% | +237.3% |
| 5Y | +141.8% | +21.1% | +120.7% | +115.5% |
| 10Y | +1,772.2% | +126.5% | +1,645.7% | +1,140.2% |
| All | +260.9% | +4,837.5% | -4,576.6% | -2.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling