+134.2%
UMC vs CHRW
+80.1%
+54.1%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.1% | -2.3% | -2.3% |
| 7D | +11.2% | +7.3% | +3.9% | +10.3% |
| 30D | -28.0% | -3.6% | -24.5% | -27.8% |
| 3M | -20.5% | -9.6% | -11.0% | -19.6% |
| 6M | -1.6% | -17.0% | +15.4% | 0.0% |
| YTD | +99.4% | -15.4% | +114.8% | +100.8% |
| 1Y | +120.4% | -10.0% | +130.4% | +120.7% |
| 3Y | +134.2% | +82.2% | +52.1% | +107.9% |
| All | +134.2% | +80.1% | +54.1% | +107.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling