+328.9%
CME vs URA
+278.3%
+50.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.4% | -4.8% | -0.9% |
| 7D | +0.9% | -4.1% | +5.0% | +1.3% |
| 30D | +13.2% | -19.0% | +32.2% | +15.6% |
| 3M | +16.3% | -25.1% | +41.4% | +19.4% |
| 6M | +7.1% | -44.5% | +51.6% | +13.6% |
| YTD | +15.8% | -24.3% | +40.1% | +16.8% |
| 1Y | +17.1% | -28.1% | +45.2% | +18.6% |
| 3Y | +63.2% | +40.7% | +22.5% | +42.6% |
| 5Y | +70.2% | +35.5% | +34.8% | +45.5% |
| All | +328.9% | +278.3% | +50.6% | +126.3% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 10y: compounded portfolio wealth divided by compounded URA 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…
10y analysis · Full analysis span regression · 6 months rolling