+75.5%
UMC vs CRH
-17.3%
+92.8%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -3.4% | -13.3% | -16.2% |
| 7D | -25.8% | +5.3% | -31.2% | -26.1% |
| 30D | -42.3% | +14.2% | -56.5% | -43.2% |
| 3M | -30.6% | -4.2% | -26.5% | -29.5% |
| 6M | -2.8% | -14.5% | +11.7% | +1.0% |
| YTD | +73.2% | -22.7% | +95.9% | +76.2% |
| 1Y | +75.5% | -16.6% | +92.0% | +75.2% |
| All | +75.5% | -17.3% | +92.8% | +75.2% |
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