+1,223.1%
UMC vs CNH
+40.2%
+1,182.9%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -4.4% | +5.4% | +2.3% |
| 7D | -8.3% | +4.5% | -12.8% | -9.4% |
| 30D | -34.5% | +7.6% | -42.1% | -36.0% |
| 3M | -20.0% | +17.0% | -36.9% | -24.5% |
| 6M | -0.7% | +12.9% | -13.7% | -5.9% |
| YTD | +94.7% | +34.3% | +60.5% | +73.6% |
| 1Y | +106.0% | +28.5% | +77.4% | +85.6% |
| 3Y | +124.3% | +31.9% | +92.4% | +94.2% |
| 5Y | +78.0% | -9.6% | +87.6% | +71.1% |
| 10Y | +1,225.9% | +106.3% | +1,119.6% | +890.0% |
| All | +1,223.1% | +40.2% | +1,182.9% | +893.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling