+39.6%
CNH vs URA
+57.8%
-18.2%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -3.8% | -0.4% | -2.8% |
| 7D | +6.4% | +4.5% | +1.9% | +4.9% |
| 30D | -1.6% | -13.4% | +11.8% | +3.5% |
| 3M | +11.6% | -28.4% | +40.0% | +25.0% |
| 6M | +12.5% | -40.5% | +53.0% | +34.0% |
| YTD | +31.1% | -24.3% | +55.3% | +39.3% |
| 1Y | +17.0% | -28.8% | +45.8% | +26.7% |
| 3Y | +28.7% | +37.6% | -8.9% | -1.3% |
| 5Y | -17.4% | +30.7% | -48.1% | -38.2% |
| 10Y | +105.0% | +266.8% | -161.8% | -16.2% |
| All | +39.6% | +57.8% | -18.2% | -28.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling