+665.1%
CMG vs URA
-52.4%
+717.5%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +1.9% | +0.7% |
| 7D | +2.5% | -1.5% | +4.0% | +2.8% |
| 30D | +15.6% | -10.4% | +26.0% | +18.1% |
| 3M | +8.2% | -29.6% | +37.8% | +16.3% |
| 6M | +9.9% | -40.3% | +50.1% | +21.6% |
| YTD | -4.6% | -25.5% | +20.8% | -1.4% |
| 1Y | +12.4% | -26.4% | +38.9% | +16.2% |
| 3Y | -18.0% | +31.4% | -49.4% | -30.0% |
| 5Y | -5.3% | +28.6% | -33.9% | -21.3% |
| 10Y | +344.2% | +260.9% | +83.3% | +165.4% |
| All | +665.1% | -52.4% | +717.5% | +544.0% |
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