+305.8%
CME vs URI
+1,246.1%
-940.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +4.2% | -2.0% | +1.6% |
| 7D | +2.5% | +2.6% | -0.1% | +2.0% |
| 30D | +13.9% | +9.1% | +4.9% | +12.3% |
| 3M | +22.4% | +1.0% | +21.4% | +21.8% |
| 6M | +12.9% | +23.3% | -10.5% | +8.6% |
| YTD | +19.6% | +43.3% | -23.7% | +11.3% |
| 1Y | +17.7% | +35.9% | -18.3% | +10.4% |
| 3Y | +65.3% | +158.6% | -93.3% | +32.5% |
| 5Y | +75.1% | +213.1% | -138.0% | +30.5% |
| 10Y | +305.8% | +1,213.1% | -907.3% | +101.4% |
| All | +305.8% | +1,246.1% | -940.4% | +101.4% |
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