+144.6%
URI vs CNH
+4.2%
+140.5%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -3.9% | -3.2% | -5.5% |
| 7D | -12.9% | -0.4% | -12.6% | -12.8% |
| 30D | -3.4% | -15.2% | +11.8% | +3.2% |
| 3M | -10.0% | +4.3% | -14.3% | -13.2% |
| 6M | +12.2% | +10.1% | +2.1% | +4.4% |
| YTD | +29.8% | +23.2% | +6.6% | +13.2% |
| 1Y | +24.6% | +8.5% | +16.1% | +15.4% |
| All | +144.6% | +4.2% | +140.5% | +123.3% |
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