-3.0%
CMG vs URI
+206.8%
-209.9%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +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