+30.2%
CNH vs URA
+35.4%
-5.2%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.1% | -0.1% |
| 7D | +3.0% | -1.5% | +4.6% | +3.5% |
| 30D | -0.6% | -10.4% | +9.8% | +1.7% |
| 3M | +14.6% | -29.6% | +44.3% | +22.9% |
| 6M | +11.8% | -40.3% | +52.0% | +23.7% |
| YTD | +30.4% | -25.5% | +55.9% | +36.4% |
| 1Y | +19.1% | -26.4% | +45.5% | +24.5% |
| 3Y | +30.2% | +31.4% | -1.3% | +13.9% |
| All | +30.2% | +35.4% | -5.2% | +13.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling