+207.2%
UMC vs CHTR
-41.9%
+249.1%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.4% | +4.2% | +4.6% |
| 7D | +5.0% | -1.1% | +6.0% | +5.0% |
| 30D | +7.7% | -0.8% | +8.4% | +7.8% |
| 3M | +1.7% | +17.8% | -16.1% | +3.7% |
| 6M | +113.9% | -34.5% | +148.4% | +109.7% |
| YTD | +168.9% | -27.2% | +196.1% | +182.8% |
| 1Y | +207.2% | -41.4% | +248.6% | +231.2% |
| All | +207.2% | -41.9% | +249.1% | +231.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CHTR.
Daily Out/Under-Performance
Portfolio return minus CHTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHTR 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 1y: compounded portfolio wealth divided by compounded CHTR 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…
1y analysis · Full analysis span regression · 6 months rolling