+203.4%
URI vs CNH
+11.5%
+191.9%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +4.0% | -2.4% | -0.6% |
| 7D | -2.0% | +23.3% | -25.3% | -13.1% |
| 30D | -12.9% | +33.5% | -46.4% | -26.5% |
| 3M | -6.7% | +32.7% | -39.5% | -21.6% |
| 6M | +19.0% | +22.2% | -3.2% | +3.6% |
| YTD | +25.5% | +57.7% | -32.2% | -6.6% |
| 1Y | +5.5% | +28.0% | -22.4% | -11.4% |
| 3Y | +111.3% | +11.5% | +99.8% | +86.3% |
| All | +203.4% | +11.5% | +191.9% | +150.4% |
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