+411.8%
CAH vs URA
+277.9%
+133.9%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.5% | -1.2% | 0.0% |
| 7D | +5.9% | +2.9% | +3.1% | +5.4% |
| 30D | +16.5% | -10.8% | +27.4% | +18.3% |
| 3M | +15.7% | -25.5% | +41.3% | +20.5% |
| 6M | +52.7% | -41.2% | +93.9% | +64.3% |
| YTD | +36.3% | -21.3% | +57.6% | +37.3% |
| 1Y | +36.7% | -25.7% | +62.5% | +38.9% |
| 3Y | +178.2% | +43.1% | +135.1% | +134.9% |
| 5Y | +515.8% | +35.6% | +480.2% | +410.4% |
| 10Y | +411.8% | +281.3% | +130.5% | +167.9% |
| All | +411.8% | +277.9% | +133.9% | +167.9% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 10y: compounded portfolio wealth divided by compounded URA 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…
10y analysis · Full analysis span regression · 6 months rolling