+243.6%
UMC vs CHRW
+1,615.3%
-1,371.8%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.1% | +3.5% | +4.1% |
| 7D | +5.0% | -1.4% | +6.4% | +5.6% |
| 30D | +7.7% | -3.5% | +11.1% | +9.0% |
| 3M | +1.7% | -19.4% | +21.1% | +9.6% |
| 6M | +113.9% | -21.4% | +135.3% | +131.2% |
| YTD | +168.9% | -7.1% | +176.0% | +165.1% |
| 1Y | +207.2% | +17.8% | +189.4% | +167.7% |
| 3Y | +227.7% | +78.8% | +148.9% | +120.9% |
| 5Y | +118.0% | +83.5% | +34.5% | +41.1% |
| 10Y | +1,682.1% | +160.2% | +1,521.9% | +789.3% |
| All | +243.6% | +1,615.3% | -1,371.8% | -39.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling