+361.4%
CMG vs URI
+1,246.1%
-884.8%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +4.2% | -2.1% | +0.9% |
| 7D | +4.1% | +2.6% | +1.5% | +3.3% |
| 30D | +20.5% | +9.1% | +11.5% | +17.5% |
| 3M | +14.5% | +1.0% | +13.5% | +13.6% |
| 6M | +14.8% | +23.3% | -8.6% | +7.1% |
| YTD | -1.0% | +43.3% | -44.3% | -12.8% |
| 1Y | +22.9% | +35.9% | -13.0% | +9.7% |
| 3Y | -13.6% | +158.6% | -172.3% | -38.1% |
| 5Y | +0.9% | +213.1% | -212.2% | -34.0% |
| 10Y | +361.4% | +1,213.1% | -851.7% | +78.8% |
| All | +361.4% | +1,246.1% | -884.8% | +78.8% |
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