+324.6%
CMG vs URI
+1,189.9%
-865.3%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.0% | -3.0% | -3.8% |
| 7D | -0.6% | +9.3% | -10.0% | -2.9% |
| 30D | +15.9% | +7.6% | +8.3% | +13.4% |
| 3M | +7.8% | +1.0% | +6.7% | +6.9% |
| 6M | +7.7% | +19.8% | -12.2% | +1.2% |
| YTD | -4.9% | +41.9% | -46.8% | -16.1% |
| 1Y | +12.3% | +33.4% | -21.1% | +0.8% |
| 3Y | -17.1% | +156.0% | -173.1% | -40.3% |
| 5Y | -5.6% | +209.5% | -215.1% | -38.0% |
| All | +324.6% | +1,189.9% | -865.3% | +72.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling