+652.5%
CHD vs URA
-31.1%
+683.6%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | -0.1% |
| 7D | -2.7% | +1.1% | -3.8% | -2.7% |
| 30D | -4.6% | +7.4% | -12.0% | -5.1% |
| 3M | +5.0% | -8.4% | +13.4% | +5.4% |
| 6M | -3.2% | -12.7% | +9.5% | -2.7% |
| YTD | +18.6% | +7.8% | +10.8% | +17.1% |
| 1Y | +4.8% | +19.5% | -14.6% | +2.1% |
| 3Y | +6.1% | +116.4% | -110.3% | -3.5% |
| 5Y | +24.0% | +134.3% | -110.3% | +9.2% |
| 10Y | +124.5% | +359.3% | -234.8% | +72.2% |
| All | +652.5% | -31.1% | +683.6% | +607.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling