+41.9%
CMI vs URA
+17.2%
+24.7%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.8% | +2.0% | +2.5% |
| 7D | -0.7% | +1.1% | -1.8% | -1.1% |
| 30D | -13.4% | +7.4% | -20.8% | -15.8% |
| 3M | -17.0% | -8.4% | -8.6% | -15.3% |
| 6M | -1.6% | -12.7% | +11.1% | +1.0% |
| YTD | +11.0% | +7.8% | +3.2% | +9.8% |
| 1Y | +41.9% | +19.5% | +22.5% | +39.6% |
| All | +41.9% | +17.2% | +24.7% | +39.6% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 1y: compounded portfolio wealth divided by compounded URA 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…
1y analysis · Full analysis span regression · 6 months rolling