+61.0%
CAH vs URI
+6.1%
+54.9%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.5% | -3.2% | -2.7% |
| 7D | +0.5% | +2.5% | -2.1% | +0.4% |
| 30D | +1.7% | -12.5% | +14.3% | +2.0% |
| 3M | +17.9% | -6.2% | +24.1% | +18.0% |
| 6M | +10.9% | +25.9% | -14.9% | +11.0% |
| YTD | +17.9% | +26.2% | -8.3% | +17.8% |
| All | +61.0% | +6.1% | +54.9% | +60.5% |
Cumulative growth
Daily Returns
Daily percentage return beside URI.
Daily Out/Under-Performance
Portfolio return minus URI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URI 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 1y: compounded portfolio wealth divided by compounded URI 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…
1y analysis · Full analysis span regression · 6 months rolling