+322.0%
CMG vs URA
+346.2%
-24.2%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.3% | +3.5% | +1.0% |
| 7D | -2.1% | -5.5% | +3.4% | -0.8% |
| 30D | +10.9% | -3.7% | +14.6% | +11.6% |
| 3M | +15.8% | -2.9% | +18.7% | +15.9% |
| 6M | +6.9% | -15.2% | +22.2% | +9.2% |
| YTD | -2.2% | +1.9% | -4.0% | -5.6% |
| 1Y | -7.1% | +6.9% | -14.0% | -12.8% |
| 3Y | -7.1% | +99.6% | -106.7% | -30.2% |
| 5Y | -4.8% | +101.2% | -105.9% | -31.7% |
| All | +322.0% | +346.2% | -24.2% | +110.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling