+262.2%
UMC vs CRH
+70.5%
+191.7%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.0% | +1.3% | +2.1% |
| 7D | +9.0% | -6.1% | +15.1% | +10.8% |
| 30D | +17.2% | -9.3% | +26.5% | +20.3% |
| 3M | +11.4% | -15.2% | +26.6% | +16.1% |
| 6M | +137.5% | -14.2% | +151.7% | +146.4% |
| YTD | +193.1% | -28.3% | +221.4% | +217.7% |
| 1Y | +240.3% | -21.8% | +262.1% | +257.4% |
| 3Y | +262.2% | +71.6% | +190.6% | +186.4% |
| All | +262.2% | +70.5% | +191.7% | +186.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling