-5.7%
CMG vs URA
+132.7%
-138.4%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.3% | -1.2% | -2.2% |
| 7D | -6.5% | +5.7% | -12.2% | -7.6% |
| 30D | +12.1% | +5.6% | +6.5% | +10.6% |
| 3M | +20.6% | +6.2% | +14.4% | +18.3% |
| 6M | +2.1% | -8.2% | +10.3% | +2.3% |
| YTD | -2.6% | +9.7% | -12.3% | -7.4% |
| 1Y | -8.7% | +17.0% | -25.7% | -15.8% |
| 3Y | -7.4% | +118.5% | -125.9% | -31.7% |
| 5Y | -5.7% | +134.3% | -140.0% | -34.7% |
| All | -5.7% | +132.7% | -138.4% | -34.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling