-14.9%
CNH vs URA
+33.4%
-48.3%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +4.4% | -1.6% | +1.4% |
| 7D | -1.7% | -4.1% | +2.4% | -0.5% |
| 30D | -7.2% | -19.0% | +11.8% | -1.5% |
| 3M | +6.5% | -25.1% | +31.7% | +15.3% |
| 6M | +7.9% | -44.5% | +52.4% | +27.2% |
| YTD | +26.6% | -24.3% | +50.9% | +32.9% |
| 1Y | +13.8% | -28.1% | +41.9% | +20.8% |
| 3Y | +9.2% | +40.7% | -31.5% | -16.8% |
| All | -14.9% | +33.4% | -48.3% | -36.9% |
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 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