+68.0%
CNH vs URA
+124.7%
-56.7%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.8% | +3.3% | +3.8% |
| 7D | +23.3% | +1.1% | +22.2% | +22.7% |
| 30D | +33.5% | +7.4% | +26.1% | +29.5% |
| 3M | +32.7% | -8.4% | +41.1% | +35.7% |
| 6M | +22.2% | -12.7% | +34.9% | +26.3% |
| YTD | +57.7% | +7.8% | +49.9% | +48.1% |
| 1Y | +28.0% | +19.5% | +8.5% | +12.5% |
| 3Y | +11.5% | +116.4% | -104.9% | -28.2% |
| 5Y | +11.9% | +134.3% | -122.4% | -34.7% |
| 10Y | +162.8% | +359.3% | -196.5% | +0.4% |
| All | +68.0% | +124.7% | -56.7% | -24.1% |
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