+1,760.1%
URI vs CNH
+28.6%
+1,731.4%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -3.9% | -3.2% | -4.7% |
| 7D | -12.9% | -0.4% | -12.6% | -12.8% |
| 30D | -3.4% | -15.2% | +11.8% | +6.3% |
| 3M | -10.0% | +4.3% | -14.3% | -14.6% |
| 6M | +12.2% | +10.1% | +2.1% | +1.1% |
| YTD | +29.8% | +23.2% | +6.6% | +7.3% |
| 1Y | +24.6% | +8.5% | +16.1% | +11.3% |
| 3Y | +137.6% | +4.1% | +133.5% | +107.2% |
| 5Y | +176.6% | -17.8% | +194.5% | +175.6% |
| 10Y | +1,402.6% | +113.3% | +1,289.2% | +705.6% |
| All | +1,760.1% | +28.6% | +1,731.4% | +995.5% |
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