+10.9%
CMG vs URI
+33.3%
-22.4%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -4.4% | +10.2% | +6.0% |
| 7D | +22.5% | -4.3% | +26.8% | +22.7% |
| 30D | +14.1% | +4.6% | +9.5% | +13.8% |
| 3M | +4.1% | -2.1% | +6.2% | +4.2% |
| 6M | +10.1% | +21.9% | -11.9% | +8.0% |
| YTD | -4.9% | +39.7% | -44.6% | -9.9% |
| 1Y | +10.9% | +32.9% | -22.0% | +8.3% |
| All | +10.9% | +33.3% | -22.4% | +8.3% |
Cumulative growth
Daily Returns
Daily percentage return beside URI.
Daily Out/Under-Performance
Portfolio return minus URI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URI 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 1y: compounded portfolio wealth divided by compounded URI 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…
1y analysis · Full analysis span regression · 6 months rolling