+147.4%
URI vs CNH
+7.0%
+140.4%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.8% | -1.6% | 0.0% |
| 7D | -9.8% | -1.7% | -8.1% | -9.1% |
| 30D | +1.7% | -7.2% | +9.0% | +4.7% |
| 3M | -9.1% | +6.5% | -15.6% | -13.0% |
| 6M | +9.9% | +7.9% | +2.0% | +3.5% |
| YTD | +31.2% | +26.6% | +4.6% | +13.2% |
| 1Y | +25.9% | +13.8% | +12.2% | +14.1% |
| 3Y | +147.4% | +9.2% | +138.2% | +123.2% |
| All | +147.4% | +7.0% | +140.4% | +123.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling