+263.0%
UMC vs CNH
+9.4%
+253.6%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +2.2% | +1.8% | +3.5% |
| 7D | +13.6% | +1.8% | +11.8% | +13.0% |
| 30D | +20.8% | +32.6% | -11.9% | +12.8% |
| 3M | +16.1% | +29.4% | -13.3% | +8.9% |
| 6M | +137.3% | +26.0% | +111.3% | +122.6% |
| YTD | +193.8% | +52.2% | +141.5% | +163.7% |
| 1Y | +236.1% | +23.9% | +212.2% | +216.3% |
| All | +263.0% | +9.4% | +253.6% | +240.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling