+192.4%
CHD vs URA
+266.3%
-73.8%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.6% | +3.0% | +1.5% |
| 7D | +3.6% | -1.5% | +5.2% | +3.7% |
| 30D | +10.4% | -10.4% | +20.8% | +10.7% |
| 3M | +12.2% | -29.6% | +41.8% | +13.2% |
| 6M | +19.9% | -40.3% | +60.2% | +21.6% |
| YTD | +36.4% | -25.5% | +61.9% | +36.8% |
| 1Y | +35.1% | -26.4% | +61.6% | +35.5% |
| 3Y | +29.2% | +31.4% | -2.3% | +23.9% |
| 5Y | +33.4% | +28.6% | +4.8% | +26.8% |
| All | +192.4% | +266.3% | -73.8% | +120.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling