+21.2%
CNH vs URA
-32.0%
+53.2%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +4.4% | -1.6% | +1.8% |
| 7D | -1.7% | -4.1% | +2.4% | -0.8% |
| 30D | -7.2% | -19.0% | +11.8% | -3.1% |
| 3M | +6.5% | -25.1% | +31.7% | +12.7% |
| 6M | +7.9% | -44.5% | +52.4% | +21.9% |
| YTD | +26.6% | -24.3% | +50.9% | +31.8% |
| All | +21.2% | -32.0% | +53.2% | +27.4% |
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 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