+1,807.4%
CAH vs URI
+7,982.2%
-6,174.8%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +6.9% | -5.9% | -0.1% |
| 7D | +7.8% | -4.0% | +11.9% | +8.4% |
| 30D | +15.5% | +6.8% | +8.7% | +14.1% |
| 3M | +16.3% | -2.8% | +19.1% | +16.4% |
| 6M | +50.0% | +20.9% | +29.2% | +44.8% |
| YTD | +34.7% | +40.2% | -5.5% | +25.8% |
| 1Y | +35.9% | +34.1% | +1.9% | +27.8% |
| 3Y | +178.5% | +164.1% | +14.3% | +129.5% |
| 5Y | +515.7% | +199.3% | +316.3% | +387.7% |
| 10Y | +421.5% | +1,218.8% | -797.3% | +214.7% |
| All | +1,807.4% | +7,982.2% | -6,174.8% | +630.2% |
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