+1,071.3%
CAH vs URA
-50.4%
+1,121.7%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.5% | -0.6% | +1.4% |
| 7D | +9.4% | +0.3% | +9.1% | +9.3% |
| 30D | +16.5% | -14.8% | +31.3% | +19.6% |
| 3M | +17.0% | -25.3% | +42.3% | +22.5% |
| 6M | +51.4% | -39.9% | +91.3% | +63.8% |
| YTD | +36.0% | -22.4% | +58.4% | +37.9% |
| 1Y | +36.0% | -29.0% | +65.0% | +40.0% |
| 3Y | +177.5% | +41.0% | +136.5% | +135.4% |
| 5Y | +509.2% | +38.3% | +470.8% | +401.6% |
| 10Y | +408.1% | +276.1% | +132.1% | +198.6% |
| All | +1,071.3% | -50.4% | +1,121.7% | +938.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling