+22.9%
CMG vs URI
+36.3%
-13.4%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +4.2% | -2.1% | +1.8% |
| 7D | +4.1% | +2.6% | +1.5% | +3.9% |
| 30D | +20.5% | +9.1% | +11.5% | +19.9% |
| 3M | +14.5% | +1.0% | +13.5% | +14.4% |
| 6M | +14.8% | +23.3% | -8.6% | +12.6% |
| YTD | -1.0% | +43.3% | -44.3% | -6.4% |
| 1Y | +22.9% | +35.9% | -13.0% | +19.6% |
| All | +22.9% | +36.3% | -13.4% | +19.6% |
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