+3,961.4%
CMG vs URI
+4,398.7%
-437.3%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +6.9% | -3.1% | +2.1% |
| 7D | +8.6% | -4.0% | +12.6% | +9.5% |
| 30D | +13.1% | +6.8% | +6.3% | +11.0% |
| 3M | +9.0% | -2.8% | +11.8% | +9.2% |
| 6M | +10.0% | +20.9% | -10.9% | +3.7% |
| YTD | -3.4% | +40.2% | -43.6% | -13.6% |
| 1Y | +16.8% | +34.1% | -17.3% | +5.7% |
| 3Y | -14.7% | +164.1% | -178.8% | -36.8% |
| 5Y | -1.5% | +199.3% | -200.9% | -30.8% |
| 10Y | +383.6% | +1,218.8% | -835.2% | +115.4% |
| All | +3,961.4% | +4,398.7% | -437.3% | +802.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling