-14.7%
CMG vs URI
+161.0%
-175.7%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +6.9% | -3.1% | +2.7% |
| 7D | +8.6% | -4.0% | +12.6% | +9.2% |
| 30D | +13.1% | +6.8% | +6.3% | +11.7% |
| 3M | +9.0% | -2.8% | +11.8% | +9.2% |
| 6M | +10.0% | +20.9% | -10.9% | +5.3% |
| YTD | -3.4% | +40.2% | -43.6% | -11.4% |
| 1Y | +16.8% | +34.1% | -17.3% | +8.2% |
| 3Y | -14.7% | +164.1% | -178.8% | -28.5% |
| All | -14.7% | +161.0% | -175.7% | -28.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling