+1,151.9%
URI vs CNH
+107.0%
+1,044.8%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.2% | +3.2% | +1.6% |
| 7D | +9.3% | +6.4% | +2.9% | +4.9% |
| 30D | +7.6% | -1.6% | +9.2% | +8.3% |
| 3M | +1.0% | +11.6% | -10.5% | -8.5% |
| 6M | +19.8% | +12.5% | +7.3% | +6.0% |
| YTD | +41.9% | +31.1% | +10.8% | +11.3% |
| 1Y | +33.4% | +17.0% | +16.4% | +12.9% |
| 3Y | +156.0% | +28.7% | +127.3% | +91.4% |
| 5Y | +209.5% | -17.4% | +226.9% | +206.8% |
| All | +1,151.9% | +107.0% | +1,044.8% | +579.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling