+203.4%
URI vs CHD
+23.9%
+179.5%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.6% | +1.6% |
| 7D | -2.0% | -2.7% | +0.7% | -1.8% |
| 30D | -12.9% | -4.6% | -8.3% | -12.6% |
| 3M | -6.7% | +5.0% | -11.8% | -7.2% |
| 6M | +19.0% | -3.2% | +22.2% | +19.0% |
| YTD | +25.5% | +18.6% | +6.9% | +23.9% |
| 1Y | +5.5% | +4.8% | +0.7% | +4.8% |
| 3Y | +111.3% | +6.1% | +105.2% | +108.1% |
| All | +203.4% | +23.9% | +179.5% | +171.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling