+755.3%
CHD vs URA
-49.7%
+805.0%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.5% | -1.2% | +0.1% |
| 7D | 0.0% | +2.9% | -2.9% | -0.2% |
| 30D | +12.2% | -10.8% | +23.0% | +12.8% |
| 3M | +9.3% | -25.5% | +34.8% | +11.1% |
| 6M | +24.3% | -41.2% | +65.5% | +28.0% |
| YTD | +34.9% | -21.3% | +56.1% | +35.5% |
| 1Y | +32.7% | -25.7% | +58.4% | +33.7% |
| 3Y | +29.4% | +43.1% | -13.6% | +21.2% |
| 5Y | +31.7% | +35.6% | -3.9% | +22.1% |
| 10Y | +191.7% | +281.3% | -89.6% | +123.8% |
| All | +755.3% | -49.7% | +805.0% | +718.7% |
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 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