+115.0%
UMC vs CNH
+15.2%
+99.8%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.2% | -1.9% | -2.1% |
| 7D | -14.7% | +6.5% | -21.1% | -15.5% |
| 30D | -32.9% | -12.0% | -20.9% | -31.5% |
| 3M | -22.2% | +4.4% | -26.5% | -23.3% |
| 6M | +25.9% | +15.7% | +10.2% | +21.9% |
| YTD | +107.9% | +28.2% | +79.7% | +107.5% |
| 1Y | +115.0% | +14.8% | +100.2% | +115.4% |
| All | +115.0% | +15.2% | +99.8% | +115.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 CNH 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