+19.4%
CNH vs URA
+20.2%
-0.8%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +3.1% | -8.7% | -6.1% |
| 7D | +8.8% | +8.1% | +0.7% | +7.3% |
| 30D | +24.7% | +5.8% | +18.9% | +23.1% |
| 3M | +27.3% | +3.4% | +23.9% | +26.0% |
| 6M | +23.2% | -2.6% | +25.8% | +22.9% |
| YTD | +48.9% | +11.2% | +37.8% | +47.1% |
| 1Y | +19.4% | +19.8% | -0.4% | +16.4% |
| All | +19.4% | +20.2% | -0.8% | +16.4% |
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