+302.3%
CAH vs URA
+369.2%
-66.9%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.3% | +1.1% | 0.0% |
| 7D | -2.2% | +5.7% | -8.0% | -3.1% |
| 30D | +1.2% | +5.6% | -4.4% | +0.2% |
| 3M | +13.1% | +6.2% | +6.9% | +11.5% |
| 6M | +8.5% | -8.2% | +16.7% | +8.6% |
| YTD | +17.6% | +9.7% | +8.0% | +13.0% |
| 1Y | +60.7% | +17.0% | +43.7% | +50.4% |
| 3Y | +183.2% | +118.5% | +64.7% | +121.5% |
| 5Y | +402.2% | +134.3% | +267.9% | +265.8% |
| 10Y | +302.3% | +377.5% | -75.2% | +93.3% |
| All | +302.3% | +369.2% | -66.9% | +93.3% |
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