+167.0%
CMI vs URA
+132.7%
+34.3%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.3% | +0.1% | -0.9% |
| 7D | +0.7% | +5.7% | -5.0% | -0.8% |
| 30D | -12.3% | +5.6% | -17.9% | -13.7% |
| 3M | -16.8% | +6.2% | -23.0% | -18.4% |
| 6M | +1.5% | -8.2% | +9.8% | +3.0% |
| YTD | +9.8% | +9.7% | +0.1% | +6.7% |
| 1Y | +42.6% | +17.0% | +25.6% | +35.2% |
| 3Y | +151.0% | +118.5% | +32.5% | +100.7% |
| 5Y | +167.0% | +134.3% | +32.7% | +103.1% |
| All | +167.0% | +132.7% | +34.3% | +103.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling