+263.0%
UMC vs CHRW
+85.4%
+177.6%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.2% | +3.8% | +4.0% |
| 7D | +13.6% | +4.1% | +9.6% | +13.3% |
| 30D | +20.8% | +1.9% | +18.9% | +20.6% |
| 3M | +16.1% | -21.2% | +37.3% | +18.2% |
| 6M | +137.3% | -16.7% | +154.0% | +139.6% |
| YTD | +193.8% | -5.4% | +199.1% | +192.2% |
| 1Y | +236.1% | +21.2% | +214.9% | +226.1% |
| All | +263.0% | +85.4% | +177.6% | +222.4% |
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