+7,418.1%
CME vs URI
+11,515.4%
-4,097.3%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.6% | -0.7% |
| 7D | +0.9% | -9.8% | +10.7% | +3.1% |
| 30D | +13.2% | +1.7% | +11.4% | +12.5% |
| 3M | +16.3% | -9.1% | +25.3% | +18.1% |
| 6M | +7.1% | +9.9% | -2.7% | +3.8% |
| YTD | +15.8% | +31.2% | -15.4% | +6.3% |
| 1Y | +17.1% | +25.9% | -8.9% | +8.3% |
| 3Y | +63.2% | +147.4% | -84.2% | +23.7% |
| 5Y | +70.2% | +179.7% | -109.5% | +21.0% |
| 10Y | +337.0% | +1,419.5% | -1,082.5% | +85.4% |
| All | +7,418.1% | +11,515.4% | -4,097.3% | +1,294.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling