+207.2%
UMC vs CNH
+29.2%
+178.0%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +4.0% | +0.5% | +3.9% |
| 7D | +5.0% | +23.3% | -18.3% | +1.1% |
| 30D | +7.7% | +33.5% | -25.8% | +2.1% |
| 3M | +1.7% | +32.7% | -31.1% | -3.7% |
| 6M | +113.9% | +22.2% | +91.7% | +101.3% |
| YTD | +168.9% | +57.7% | +111.2% | +157.8% |
| 1Y | +207.2% | +28.0% | +179.2% | +198.7% |
| All | +207.2% | +29.2% | +178.0% | +198.7% |
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