+285.1%
CME vs URA
+356.0%
-70.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.4% |
| 7D | -1.6% | +1.1% | -2.7% | -1.7% |
| 30D | +6.2% | +7.4% | -1.2% | +5.2% |
| 3M | +10.4% | -8.4% | +18.8% | +11.1% |
| 6M | -9.5% | -12.7% | +3.2% | -8.9% |
| YTD | +6.0% | +7.8% | -1.8% | +3.2% |
| 1Y | +9.3% | +19.5% | -10.2% | +3.7% |
| 3Y | +57.7% | +116.4% | -58.8% | +30.5% |
| 5Y | +77.7% | +134.3% | -56.6% | +37.8% |
| All | +285.1% | +356.0% | -70.8% | +102.5% |
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