+324.6%
CMG vs URA
+272.2%
+52.3%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -3.8% | -0.2% | -3.1% |
| 7D | -0.6% | +4.5% | -5.1% | -1.7% |
| 30D | +15.9% | -13.4% | +29.3% | +19.4% |
| 3M | +7.8% | -28.4% | +36.2% | +15.6% |
| 6M | +7.7% | -40.5% | +48.1% | +19.7% |
| YTD | -4.9% | -24.3% | +19.3% | -2.3% |
| 1Y | +12.3% | -28.8% | +41.1% | +16.9% |
| 3Y | -17.1% | +37.6% | -54.7% | -31.8% |
| 5Y | -5.6% | +30.7% | -36.3% | -24.4% |
| All | +324.6% | +272.2% | +52.3% | +150.4% |
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