+1,824.8%
CAH vs URI
+7,815.7%
-5,991.0%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.1% | +3.0% | +1.2% |
| 7D | +9.4% | -6.0% | +15.4% | +10.3% |
| 30D | +16.5% | +4.6% | +11.9% | +15.5% |
| 3M | +17.0% | -2.7% | +19.7% | +17.1% |
| 6M | +51.4% | +18.4% | +33.0% | +46.6% |
| YTD | +36.0% | +37.4% | -1.4% | +27.4% |
| 1Y | +36.0% | +30.4% | +5.7% | +28.4% |
| 3Y | +177.5% | +147.9% | +29.6% | +131.0% |
| 5Y | +509.2% | +202.1% | +307.1% | +381.8% |
| 10Y | +408.1% | +1,182.4% | -774.3% | +207.9% |
| All | +1,824.8% | +7,815.7% | -5,991.0% | +639.2% |
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