+1,798.0%
UMC vs CHRW
+182.4%
+1,615.5%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.3% | -3.8% | -2.8% |
| 7D | +11.4% | +4.4% | +7.0% | +10.3% |
| 30D | +16.8% | +5.5% | +11.3% | +15.3% |
| 3M | +19.1% | -17.3% | +36.4% | +23.4% |
| 6M | +137.4% | -12.7% | +150.1% | +141.9% |
| YTD | +186.4% | -4.1% | +190.5% | +182.0% |
| 1Y | +229.1% | +21.2% | +207.8% | +202.3% |
| 3Y | +257.9% | +88.9% | +169.0% | +178.2% |
| 5Y | +137.5% | +93.1% | +44.5% | +83.2% |
| All | +1,798.0% | +182.4% | +1,615.5% | +1,204.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CHRW.
Daily Out/Under-Performance
Portfolio return minus CHRW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHRW 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 CHRW 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