+29.4%
CHD vs URA
+25.3%
+4.1%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +4.4% | -6.2% | -1.7% |
| 7D | +2.0% | -4.1% | +6.1% | +1.9% |
| 30D | +13.0% | -19.0% | +32.0% | +12.7% |
| 3M | +6.1% | -25.1% | +31.2% | +5.8% |
| 6M | +15.9% | -44.5% | +60.4% | +15.5% |
| YTD | +31.6% | -24.3% | +55.9% | +31.2% |
| 1Y | +28.5% | -28.1% | +56.6% | +28.1% |
| 3Y | +30.5% | +40.7% | -10.2% | +27.4% |
| All | +29.4% | +25.3% | +4.1% | +23.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling