+4,100.0%
CMG vs URI
+3,926.9%
+173.1%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.6% | -3.2% | -2.0% |
| 7D | -2.8% | -2.0% | -0.8% | -2.4% |
| 30D | +7.1% | -12.9% | +20.1% | +10.7% |
| 3M | +31.2% | -6.7% | +37.9% | +32.6% |
| 6M | +0.7% | +19.0% | -18.3% | -5.3% |
| YTD | -0.1% | +25.5% | -25.6% | -7.8% |
| 1Y | -10.7% | +5.5% | -16.3% | -14.1% |
| 3Y | -4.7% | +111.3% | -116.0% | -25.2% |
| 5Y | -3.8% | +198.6% | -202.3% | -32.1% |
| 10Y | +352.5% | +1,179.9% | -827.4% | +102.5% |
| All | +4,100.0% | +3,926.9% | +173.1% | +862.8% |
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