+201.7%
UMC vs CHYM
-23.3%
+224.9%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.0% | +1.3% | +2.3% |
| 7D | +9.0% | -2.3% | +11.3% | +9.2% |
| 30D | +17.2% | +4.4% | +12.8% | +16.8% |
| 3M | +11.4% | +91.3% | -79.9% | +4.8% |
| 6M | +137.5% | +44.0% | +93.5% | +127.5% |
| YTD | +193.1% | +31.1% | +162.0% | +182.0% |
| 1Y | +240.3% | +37.8% | +202.5% | +220.0% |
| All | +201.7% | -23.3% | +224.9% | +176.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CHYM.
Daily Out/Under-Performance
Portfolio return minus CHYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHYM 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 CHYM 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