+124.9%
CHD vs URA
+361.2%
-236.3%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.0% | +2.7% | -1.2% |
| 7D | -4.7% | -1.5% | -3.2% | -4.7% |
| 30D | -8.3% | -0.4% | -7.9% | -8.3% |
| 3M | -4.0% | +6.3% | -10.3% | -4.3% |
| 6M | -6.5% | -14.0% | +7.5% | -6.2% |
| YTD | +13.1% | +5.3% | +7.8% | +12.4% |
| 1Y | +2.3% | +11.7% | -9.4% | +1.0% |
| 3Y | +1.8% | +109.8% | -108.0% | -4.2% |
| 5Y | +20.6% | +108.0% | -87.4% | +11.7% |
| All | +124.9% | +361.2% | -236.3% | +79.7% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded URA 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling