+32.9%
URI vs CNH
+15.2%
+17.6%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.2% | -4.2% | -4.3% |
| 7D | -4.3% | +6.5% | -10.8% | -6.1% |
| 30D | +4.6% | -12.0% | +16.6% | +8.6% |
| 3M | -2.1% | +4.4% | -6.5% | -4.6% |
| 6M | +21.9% | +15.7% | +6.2% | +13.3% |
| YTD | +39.7% | +28.2% | +11.5% | +23.1% |
| 1Y | +32.9% | +14.8% | +18.1% | +20.7% |
| All | +32.9% | +15.2% | +17.6% | +20.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 1y: compounded portfolio wealth divided by compounded CNH 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…
1y analysis · Full analysis span regression · 6 months rolling