+811.2%
CME vs URA
-31.1%
+842.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.4% |
| 7D | -1.6% | +1.1% | -2.7% | -1.8% |
| 30D | +6.2% | +7.4% | -1.2% | +4.9% |
| 3M | +10.4% | -8.4% | +18.8% | +11.3% |
| 6M | -9.5% | -12.7% | +3.2% | -8.8% |
| YTD | +6.0% | +7.8% | -1.8% | +2.4% |
| 1Y | +9.3% | +19.5% | -10.2% | +2.4% |
| 3Y | +57.7% | +116.4% | -58.8% | +26.6% |
| 5Y | +77.7% | +134.3% | -56.6% | +33.7% |
| 10Y | +281.2% | +359.3% | -78.0% | +121.8% |
| All | +811.2% | -31.1% | +842.3% | +705.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling