-10.7%
CMG vs URA
+17.2%
-28.0%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.8% | -2.4% | -1.7% |
| 7D | -2.8% | +1.1% | -3.9% | -2.9% |
| 30D | +7.1% | +7.4% | -0.3% | +6.4% |
| 3M | +31.2% | -8.4% | +39.5% | +31.2% |
| 6M | +0.7% | -12.7% | +13.4% | +0.7% |
| YTD | -0.1% | +7.8% | -7.9% | -2.0% |
| 1Y | -10.7% | +19.5% | -30.2% | -11.2% |
| All | -10.7% | +17.2% | -28.0% | -11.2% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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