Skip to content
BMarker
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
Menu
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
  • CMG vs URI✓SelectedUSD · URICMG vs URI performance historyLatest closeAs of0.00%09/08
Stock and ETF performance explorer

CMG vs URI

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
-3.0%
URI return
+206.8%
Excess return
-209.9%
Maximum drawdown
-58.9%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 5y.

Portfolio and benchmark returns by period
PeriodPortfolioURIExcessAlpha
1D0.0%+0.5%-0.5%-0.1%
7D-1.5%+2.5%-4.0%-2.1%
30D+12.7%-12.5%+25.3%+16.7%
3M+26.3%-6.2%+32.5%+27.6%
6M+4.5%+25.9%-21.4%-4.2%
YTD-0.1%+26.2%-26.3%-9.2%
1Y-6.8%+5.5%-12.3%-10.5%
3Y-5.0%+125.0%-130.0%-33.2%
5Y-3.0%+210.4%-213.4%-45.4%
All-3.0%+206.8%-209.9%-45.4%

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 5y: 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…

5y analysis · Full analysis span regression · 6 months rolling