+183.7%
CAH vs URA
+121.0%
+62.7%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +3.1% | -5.8% | -2.7% |
| 7D | +0.5% | +8.1% | -7.6% | +0.5% |
| 30D | +1.7% | +5.8% | -4.0% | +1.7% |
| 3M | +17.9% | +3.4% | +14.4% | +17.9% |
| 6M | +10.9% | -2.6% | +13.6% | +10.7% |
| YTD | +17.9% | +11.2% | +6.7% | +17.2% |
| 1Y | +61.7% | +19.8% | +41.9% | +59.5% |
| 3Y | +183.7% | +121.5% | +62.3% | +167.0% |
| All | +183.7% | +121.0% | +62.7% | +167.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling