+701.5%
CMG vs URA
-31.1%
+732.6%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.8% | -2.4% | -1.8% |
| 7D | -2.8% | +1.1% | -3.9% | -3.1% |
| 30D | +7.1% | +7.4% | -0.3% | +5.1% |
| 3M | +31.2% | -8.4% | +39.5% | +32.7% |
| 6M | +0.7% | -12.7% | +13.4% | +2.1% |
| YTD | -0.1% | +7.8% | -7.9% | -4.5% |
| 1Y | -10.7% | +19.5% | -30.2% | -18.0% |
| 3Y | -4.7% | +116.4% | -121.1% | -27.6% |
| 5Y | -3.8% | +134.3% | -138.0% | -30.9% |
| 10Y | +352.5% | +359.3% | -6.8% | +156.8% |
| All | +701.5% | -31.1% | +732.6% | +523.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling