+1,842.6%
UMC vs CHTR
-44.7%
+1,887.3%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +3.7% | -1.4% | +1.8% |
| 7D | +9.0% | -4.1% | +13.1% | +9.5% |
| 30D | +17.2% | -3.0% | +20.2% | +17.3% |
| 3M | +11.4% | +4.8% | +6.6% | +9.4% |
| 6M | +137.5% | -35.0% | +172.5% | +151.3% |
| YTD | +193.1% | -30.2% | +223.3% | +203.9% |
| 1Y | +240.3% | -44.8% | +285.1% | +271.0% |
| 3Y | +262.2% | -66.6% | +328.7% | +330.3% |
| 5Y | +143.1% | -81.5% | +224.6% | +223.6% |
| All | +1,842.6% | -44.7% | +1,887.3% | +1,989.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling