+1,179.9%
URI vs CNH
+162.8%
+1,017.1%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +4.0% | -2.4% | -1.0% |
| 7D | -2.0% | +23.3% | -25.3% | -15.1% |
| 30D | -12.9% | +33.5% | -46.4% | -29.0% |
| 3M | -6.7% | +32.7% | -39.5% | -24.3% |
| 6M | +19.0% | +22.2% | -3.2% | +0.3% |
| YTD | +25.5% | +57.7% | -32.2% | -11.6% |
| 1Y | +5.5% | +28.0% | -22.4% | -14.9% |
| 3Y | +111.3% | +11.5% | +99.8% | +78.3% |
| 5Y | +198.6% | +11.9% | +186.7% | +142.5% |
| All | +1,179.9% | +162.8% | +1,017.1% | +390.1% |
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