+5.5%
URI vs CNH
+29.2%
-23.7%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +4.0% | -2.4% | +0.3% |
| 7D | -2.0% | +23.3% | -25.3% | -8.7% |
| 30D | -12.9% | +33.5% | -46.4% | -21.3% |
| 3M | -6.7% | +32.7% | -39.5% | -16.0% |
| 6M | +19.0% | +22.2% | -3.2% | +10.7% |
| YTD | +25.5% | +57.7% | -32.2% | +4.3% |
| 1Y | +5.5% | +28.0% | -22.4% | -5.5% |
| All | +5.5% | +29.2% | -23.7% | -5.5% |
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