+141.8%
UMC vs CNH
+7.1%
+134.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -5.6% | +10.6% | +7.0% |
| 7D | +6.6% | +8.8% | -2.2% | +3.0% |
| 30D | +16.6% | +24.7% | -8.1% | +7.0% |
| 3M | +11.0% | +27.3% | -16.3% | +0.8% |
| 6M | +131.3% | +23.2% | +108.1% | +110.8% |
| YTD | +182.5% | +48.9% | +133.6% | +138.1% |
| 1Y | +222.3% | +19.4% | +202.9% | +194.7% |
| 3Y | +253.0% | +7.8% | +245.3% | +224.4% |
| 5Y | +141.8% | +8.7% | +133.1% | +108.3% |
| All | +141.8% | +7.1% | +134.7% | +108.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling