+1,699.6%
URI vs CNH
+64.7%
+1,635.0%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +4.0% | -2.4% | -0.9% |
| 7D | -2.0% | +23.3% | -25.3% | -14.6% |
| 30D | -12.9% | +33.5% | -46.4% | -28.3% |
| 3M | -6.7% | +32.7% | -39.5% | -23.6% |
| 6M | +19.0% | +22.2% | -3.2% | +1.1% |
| YTD | +25.5% | +57.7% | -32.2% | -9.9% |
| 1Y | +5.5% | +28.0% | -22.4% | -14.0% |
| 3Y | +111.3% | +11.5% | +99.8% | +80.1% |
| 5Y | +198.6% | +11.9% | +186.7% | +147.4% |
| 10Y | +1,179.9% | +162.8% | +1,017.1% | +506.6% |
| All | +1,699.6% | +64.7% | +1,635.0% | +819.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling