+202.1%
URI vs CNH
-9.2%
+211.3%
-38.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.4% | +2.3% | +0.2% |
| 7D | -6.0% | +4.5% | -10.5% | -8.1% |
| 30D | +4.6% | +7.6% | -3.0% | +0.3% |
| 3M | -2.7% | +17.0% | -19.7% | -12.6% |
| 6M | +18.4% | +12.9% | +5.4% | +7.0% |
| YTD | +37.4% | +34.3% | +3.1% | +10.7% |
| 1Y | +30.4% | +28.5% | +1.8% | +7.5% |
| 3Y | +147.9% | +31.9% | +116.1% | +90.9% |
| 5Y | +202.1% | -9.6% | +211.7% | +187.0% |
| All | +202.1% | -9.2% | +211.3% | +187.0% |
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