+1,614.9%
CAH vs URI
+7,134.6%
-5,519.7%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.6% | -2.2% | -0.8% |
| 7D | +5.4% | -2.0% | +7.4% | +5.7% |
| 30D | +3.3% | -12.9% | +16.3% | +5.5% |
| 3M | +22.8% | -6.7% | +29.5% | +23.8% |
| 6M | +11.3% | +19.0% | -7.7% | +7.4% |
| YTD | +21.1% | +25.5% | -4.4% | +15.4% |
| 1Y | +67.2% | +5.5% | +61.7% | +63.3% |
| 3Y | +195.6% | +111.3% | +84.3% | +152.6% |
| 5Y | +413.8% | +198.6% | +215.3% | +307.6% |
| 10Y | +309.6% | +1,179.9% | -870.3% | +148.8% |
| All | +1,614.9% | +7,134.6% | -5,519.7% | +569.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling