+750.8%
CMI vs URA
-31.1%
+781.9%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -15.7% |
| 3M | -17.0% | -8.4% | -8.6% | -15.0% |
| 6M | -1.6% | -12.7% | +11.1% | +1.9% |
| YTD | +11.0% | +7.8% | +3.2% | +6.7% |
| 1Y | +41.9% | +19.5% | +22.5% | +29.8% |
| 3Y | +151.8% | +116.4% | +35.4% | +79.8% |
| 5Y | +163.6% | +134.3% | +29.3% | +70.2% |
| 10Y | +472.9% | +359.3% | +113.7% | +151.3% |
| All | +750.8% | -31.1% | +781.9% | +683.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling