+207.2%
UMC vs CRH
-14.7%
+221.9%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +2.4% | +2.2% | +4.1% |
| 7D | +5.0% | -1.7% | +6.6% | +5.3% |
| 30D | +7.7% | -5.4% | +13.0% | +8.7% |
| 3M | +1.7% | -11.2% | +12.9% | +4.1% |
| 6M | +113.9% | -15.8% | +129.8% | +119.0% |
| YTD | +168.9% | -23.6% | +192.5% | +173.7% |
| 1Y | +207.2% | -14.6% | +221.8% | +209.1% |
| All | +207.2% | -14.7% | +221.9% | +209.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CRH.
Daily Out/Under-Performance
Portfolio return minus CRH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRH 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 CRH 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