+7,451.3%
CME vs URI
+11,385.7%
-3,934.4%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -7.1% | +6.8% | +1.2% |
| 7D | +3.7% | -12.9% | +16.6% | +6.6% |
| 30D | +13.7% | -3.4% | +17.1% | +14.3% |
| 3M | +16.6% | -10.0% | +26.6% | +18.7% |
| 6M | +8.2% | +12.2% | -4.0% | +4.4% |
| YTD | +16.3% | +29.8% | -13.4% | +7.0% |
| 1Y | +19.1% | +24.6% | -5.5% | +10.4% |
| 3Y | +67.4% | +137.6% | -70.2% | +28.0% |
| 5Y | +71.0% | +176.6% | -105.7% | +21.8% |
| 10Y | +338.9% | +1,402.6% | -1,063.6% | +86.7% |
| All | +7,451.3% | +11,385.7% | -3,934.4% | +1,304.3% |
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