+7,883.4%
URI vs CHD
+6,580.6%
+1,302.8%
-93.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.2% | +3.9% | +4.1% |
| 7D | +2.6% | 0.0% | +2.6% | +2.6% |
| 30D | +9.1% | +12.2% | -3.1% | +4.7% |
| 3M | +1.0% | +9.3% | -8.3% | -2.3% |
| 6M | +23.3% | +24.3% | -0.9% | +13.5% |
| YTD | +43.3% | +34.9% | +8.4% | +28.0% |
| 1Y | +35.9% | +32.7% | +3.2% | +22.0% |
| 3Y | +158.6% | +29.4% | +129.2% | +129.2% |
| 5Y | +213.1% | +31.7% | +181.4% | +169.1% |
| 10Y | +1,213.1% | +191.7% | +1,021.4% | +670.4% |
| All | +7,883.4% | +6,580.6% | +1,302.8% | +1,672.9% |
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 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