+1,798.0%
UMC vs CNH
+157.1%
+1,640.9%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.9% | +0.4% | -1.6% |
| 7D | +11.4% | -2.5% | +13.8% | +12.2% |
| 30D | +16.8% | +27.0% | -10.2% | +7.3% |
| 3M | +19.1% | +32.6% | -13.5% | +7.5% |
| 6M | +137.4% | +23.6% | +113.9% | +117.7% |
| YTD | +186.4% | +47.8% | +138.5% | +145.9% |
| 1Y | +229.1% | +21.3% | +207.8% | +200.8% |
| 3Y | +257.9% | +7.0% | +250.9% | +230.1% |
| 5Y | +137.5% | +10.2% | +127.4% | +113.9% |
| All | +1,798.0% | +157.1% | +1,640.9% | +1,277.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling