-17.4%
CNH vs URA
+28.3%
-45.7%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -3.8% | -0.4% | -3.0% |
| 7D | +6.4% | +4.5% | +1.9% | +5.2% |
| 30D | -1.6% | -13.4% | +11.8% | +2.6% |
| 3M | +11.6% | -28.4% | +40.0% | +22.6% |
| 6M | +12.5% | -40.5% | +53.0% | +30.2% |
| YTD | +31.1% | -24.3% | +55.3% | +37.9% |
| 1Y | +17.0% | -28.8% | +45.8% | +25.0% |
| 3Y | +28.7% | +37.6% | -8.9% | -0.6% |
| 5Y | -17.4% | +30.7% | -48.1% | -39.7% |
| All | -17.4% | +28.3% | -45.7% | -39.7% |
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