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  • CMG vs URI✓SelectedUSD · URICMG vs URI performance historyLatest closeAs of-2.52%09/09
Stock and ETF performance explorer

CMG vs URI

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+322.3%
URI return
+1,196.9%
Excess return
-874.6%
Maximum drawdown
-58.9%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 10y.

Portfolio and benchmark returns by period
PeriodPortfolioURIExcessAlpha
1D-2.5%+1.3%-3.9%-2.9%
7D-6.5%+5.0%-11.5%-7.7%
30D+12.1%-9.4%+21.5%+14.8%
3M+20.6%-5.8%+26.4%+21.7%
6M+2.1%+25.8%-23.7%-5.7%
YTD-2.6%+27.9%-30.5%-11.0%
1Y-8.7%+9.7%-18.4%-13.2%
3Y-7.4%+128.0%-135.4%-30.5%
5Y-5.7%+212.4%-218.1%-37.1%
10Y+322.3%+1,271.8%-949.5%+89.2%
All+322.3%+1,196.9%-874.6%+89.2%

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