+401.3%
CAH vs URI
+206.8%
+194.5%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.5% | -3.2% | -2.8% |
| 7D | +0.5% | +2.5% | -2.1% | +0.2% |
| 30D | +1.7% | -12.5% | +14.3% | +3.2% |
| 3M | +17.9% | -6.2% | +24.1% | +18.5% |
| 6M | +10.9% | +25.9% | -14.9% | +7.6% |
| YTD | +17.9% | +26.2% | -8.3% | +13.7% |
| 1Y | +61.7% | +5.5% | +56.2% | +59.4% |
| 3Y | +183.7% | +125.0% | +58.8% | +140.3% |
| 5Y | +401.3% | +210.4% | +190.9% | +277.9% |
| All | +401.3% | +206.8% | +194.5% | +277.9% |
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