+179.2%
URI vs CNH
-14.7%
+193.8%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.8% | -1.6% | -0.3% |
| 7D | -9.8% | -1.7% | -8.1% | -8.9% |
| 30D | +1.7% | -7.2% | +9.0% | +5.4% |
| 3M | -9.1% | +6.5% | -15.6% | -14.1% |
| 6M | +9.9% | +7.9% | +2.0% | +1.7% |
| YTD | +31.2% | +26.6% | +4.6% | +9.1% |
| 1Y | +25.9% | +13.8% | +12.2% | +11.2% |
| 3Y | +147.4% | +9.2% | +138.2% | +112.7% |
| All | +179.2% | -14.7% | +193.8% | +173.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling