+284.1%
CME vs URI
+1,179.9%
-895.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.6% | -1.9% | -0.5% |
| 7D | -1.6% | -2.0% | +0.4% | -1.3% |
| 30D | +6.2% | -12.9% | +19.2% | +8.3% |
| 3M | +10.4% | -6.7% | +17.2% | +11.1% |
| 6M | -9.5% | +19.0% | -28.5% | -12.9% |
| YTD | +6.0% | +25.5% | -19.5% | +0.7% |
| 1Y | +9.3% | +5.5% | +3.7% | +6.6% |
| 3Y | +57.7% | +111.3% | -53.7% | +30.5% |
| 5Y | +77.7% | +198.6% | -120.9% | +32.3% |
| All | +284.1% | +1,179.9% | -895.8% | +85.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling