+13.1%
CNH vs URA
+128.0%
-114.9%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.8% | +3.3% | +3.8% |
| 7D | +23.3% | +1.1% | +22.2% | +22.8% |
| 30D | +33.5% | +7.4% | +26.1% | +30.3% |
| 3M | +32.7% | -8.4% | +41.1% | +35.1% |
| 6M | +22.2% | -12.7% | +34.9% | +25.5% |
| YTD | +57.7% | +7.8% | +49.9% | +50.2% |
| 1Y | +28.0% | +19.5% | +8.5% | +15.4% |
| 3Y | +11.5% | +116.4% | -104.9% | -23.2% |
| All | +13.1% | +128.0% | -114.9% | -26.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling