+506.1%
CAH vs URI
+166.6%
+339.5%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.1% | +0.3% | +1.3% |
| 7D | +8.5% | -9.8% | +18.3% | +9.5% |
| 30D | +17.0% | +1.7% | +15.3% | +16.7% |
| 3M | +14.6% | -9.1% | +23.7% | +15.5% |
| 6M | +42.5% | +9.9% | +32.7% | +40.6% |
| YTD | +33.5% | +31.2% | +2.3% | +28.2% |
| 1Y | +38.5% | +25.9% | +12.6% | +33.7% |
| 3Y | +179.0% | +147.4% | +31.6% | +134.3% |
| All | +506.1% | +166.6% | +339.5% | +388.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling