+14.8%
CNH vs URA
-32.2%
+46.9%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.1% | +0.9% | 0.0% |
| 7D | +6.5% | -10.5% | +17.0% | +8.8% |
| 30D | -12.0% | -18.6% | +6.7% | -8.1% |
| 3M | +4.4% | -23.0% | +27.4% | +9.7% |
| 6M | +15.7% | -40.3% | +56.0% | +28.4% |
| YTD | +28.2% | -23.5% | +51.7% | +33.3% |
| 1Y | +14.8% | -31.1% | +45.9% | +20.6% |
| All | +14.8% | -32.2% | +46.9% | +20.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling