+1,151.9%
URI vs CHD
+191.9%
+959.9%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.8% | -1.0% |
| 7D | +9.3% | +0.4% | +9.0% | +9.3% |
| 30D | +7.6% | +11.6% | -4.0% | +5.8% |
| 3M | +1.0% | +10.7% | -9.7% | -0.5% |
| 6M | +19.8% | +20.2% | -0.4% | +16.3% |
| YTD | +41.9% | +34.5% | +7.3% | +35.5% |
| 1Y | +33.4% | +32.6% | +0.8% | +27.6% |
| 3Y | +156.0% | +29.1% | +126.9% | +142.9% |
| 5Y | +209.5% | +31.5% | +178.0% | +187.1% |
| All | +1,151.9% | +191.9% | +959.9% | +904.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 10y: compounded portfolio wealth divided by compounded CHD 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…
10y analysis · Full analysis span regression · 6 months rolling