+237.6%
UMC vs CNH
+23.8%
+213.8%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +2.2% | +1.8% | +3.6% |
| 7D | +13.6% | +1.8% | +11.8% | +13.1% |
| 30D | +20.8% | +32.6% | -11.9% | +14.4% |
| 3M | +16.1% | +29.4% | -13.3% | +10.4% |
| 6M | +137.3% | +26.0% | +111.3% | +124.3% |
| YTD | +193.8% | +52.2% | +141.5% | +183.1% |
| All | +237.6% | +23.8% | +213.8% | +227.9% |
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