+114.8%
CMI vs URA
+25.6%
+89.2%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +0.9% | -0.2% |
| 7D | +0.5% | -1.5% | +2.0% | +0.9% |
| 30D | -14.0% | -10.4% | -3.6% | -11.3% |
| 3M | -28.1% | -29.6% | +1.5% | -21.0% |
| 6M | -35.8% | -40.3% | +4.4% | -26.5% |
| YTD | -10.5% | -25.5% | +15.0% | -3.6% |
| 1Y | -1.9% | -26.4% | +24.6% | +5.9% |
| 3Y | +121.0% | +31.4% | +89.6% | +97.2% |
| All | +114.8% | +25.6% | +89.2% | +80.8% |
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