+121.0%
CMI vs URA
+35.4%
+85.6%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +0.9% | -0.2% |
| 7D | +0.5% | -1.5% | +2.0% | +1.0% |
| 30D | -14.0% | -10.4% | -3.6% | -11.1% |
| 3M | -28.1% | -29.6% | +1.5% | -20.5% |
| 6M | -35.8% | -40.3% | +4.4% | -26.0% |
| YTD | -10.5% | -25.5% | +15.0% | -2.7% |
| 1Y | -1.9% | -26.4% | +24.6% | +6.7% |
| 3Y | +121.0% | +31.4% | +89.6% | +97.5% |
| All | +121.0% | +35.4% | +85.6% | +97.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling