+6,893.4%
URI vs CHD
+5,777.2%
+1,116.2%
-93.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.6% | +1.6% |
| 7D | -2.0% | -2.7% | +0.7% | -1.1% |
| 30D | -12.9% | -4.6% | -8.3% | -11.6% |
| 3M | -6.7% | +5.0% | -11.8% | -8.8% |
| 6M | +19.0% | -3.2% | +22.2% | +19.7% |
| YTD | +25.5% | +18.6% | +6.9% | +17.4% |
| 1Y | +5.5% | +4.8% | +0.7% | +2.8% |
| 3Y | +111.3% | +6.1% | +105.2% | +100.6% |
| 5Y | +198.6% | +24.0% | +174.6% | +161.4% |
| 10Y | +1,179.9% | +124.5% | +1,055.5% | +729.9% |
| All | +6,893.4% | +5,777.2% | +1,116.2% | +1,526.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling