-5.0%
CMG vs URA
+121.0%
-126.0%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.1% | -3.1% | -0.4% |
| 7D | -1.5% | +8.1% | -9.6% | -2.5% |
| 30D | +12.7% | +5.8% | +7.0% | +11.7% |
| 3M | +26.3% | +3.4% | +22.8% | +25.1% |
| 6M | +4.5% | -2.6% | +7.1% | +3.5% |
| YTD | -0.1% | +11.2% | -11.3% | -3.7% |
| 1Y | -6.8% | +19.8% | -26.6% | -12.2% |
| 3Y | -5.0% | +121.5% | -126.4% | -21.9% |
| All | -5.0% | +121.0% | -126.0% | -21.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling