+1,218.8%
URI vs CNH
+134.0%
+1,084.9%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +10.9% | -4.0% | 0.0% |
| 7D | -4.0% | +8.6% | -12.6% | -8.9% |
| 30D | +6.8% | +12.6% | -5.8% | -1.3% |
| 3M | -2.8% | +17.5% | -20.3% | -14.8% |
| 6M | +20.9% | +18.1% | +2.8% | +3.8% |
| YTD | +40.2% | +40.4% | -0.1% | +5.6% |
| 1Y | +34.1% | +34.0% | +0.1% | +3.8% |
| 3Y | +164.1% | +35.3% | +128.8% | +91.8% |
| 5Y | +199.3% | -5.1% | +204.4% | +169.7% |
| 10Y | +1,218.8% | +124.0% | +1,094.8% | +612.4% |
| All | +1,218.8% | +134.0% | +1,084.9% | +612.4% |
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