-8.7%
CMG vs URI
+7.5%
-16.2%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.3% | -3.9% | -2.6% |
| 7D | -6.5% | +5.0% | -11.5% | -6.8% |
| 30D | +12.1% | -9.4% | +21.5% | +13.0% |
| 3M | +20.6% | -5.8% | +26.4% | +20.9% |
| 6M | +2.1% | +25.8% | -23.7% | -1.5% |
| YTD | -2.6% | +27.9% | -30.5% | -8.3% |
| 1Y | -8.7% | +9.7% | -18.4% | -11.6% |
| All | -8.7% | +7.5% | -16.2% | -11.6% |
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