+137.4%
UMC vs CHTR
-36.8%
+174.2%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +5.0% | -7.5% | -2.2% |
| 7D | +11.4% | -7.1% | +18.5% | +11.1% |
| 30D | +16.8% | -10.9% | +27.7% | +16.6% |
| 3M | +19.1% | +2.0% | +17.1% | +20.2% |
| 6M | +137.4% | -35.9% | +173.4% | +136.3% |
| All | +137.4% | -36.8% | +174.2% | +136.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling