+495.9%
CMI vs URA
+361.2%
+134.7%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.0% | +3.1% | +0.3% |
| 7D | +0.8% | -1.5% | +2.4% | +1.2% |
| 30D | -12.8% | -0.4% | -12.4% | -12.9% |
| 3M | -12.4% | +6.3% | -18.7% | -14.3% |
| 6M | -0.9% | -14.0% | +13.1% | +2.6% |
| YTD | +8.9% | +5.3% | +3.5% | +6.3% |
| 1Y | +37.7% | +11.7% | +26.0% | +30.8% |
| 3Y | +148.9% | +109.8% | +39.0% | +91.8% |
| 5Y | +164.4% | +108.0% | +56.4% | +94.2% |
| All | +495.9% | +361.2% | +134.7% | +192.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling