+19.6%
CME vs URI
+33.3%
-13.7%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -4.4% | +5.8% | +1.1% |
| 7D | +4.8% | -4.3% | +9.2% | +4.6% |
| 30D | +14.2% | +4.6% | +9.6% | +14.4% |
| 3M | +17.9% | -2.1% | +20.1% | +17.8% |
| 6M | +7.2% | +21.9% | -14.7% | +7.9% |
| YTD | +16.7% | +39.7% | -23.0% | +17.2% |
| 1Y | +19.6% | +32.9% | -13.3% | +20.8% |
| All | +19.6% | +33.3% | -13.7% | +20.8% |
Cumulative growth
Daily Returns
Daily percentage return beside URI.
Daily Out/Under-Performance
Portfolio return minus URI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URI 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 1y: compounded portfolio wealth divided by compounded URI 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…
1y analysis · Full analysis span regression · 6 months rolling