+1,218.8%
URI vs CHD
+181.4%
+1,037.4%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +1.8% | +5.1% | +6.6% |
| 7D | -4.0% | +0.8% | -4.8% | -4.1% |
| 30D | +6.8% | +13.5% | -6.7% | +4.8% |
| 3M | -2.8% | +8.1% | -11.0% | -4.0% |
| 6M | +20.9% | +19.9% | +1.0% | +17.3% |
| YTD | +40.2% | +34.0% | +6.2% | +34.0% |
| 1Y | +34.1% | +29.8% | +4.3% | +28.7% |
| 3Y | +164.1% | +28.7% | +135.4% | +150.7% |
| 5Y | +199.3% | +31.8% | +167.6% | +177.5% |
| 10Y | +1,218.8% | +178.2% | +1,040.7% | +942.7% |
| All | +1,218.8% | +181.4% | +1,037.4% | +942.7% |
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