+41.9%
CMI vs URI
+7.3%
+34.6%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.6% | +1.2% | +2.3% |
| 7D | -0.7% | -2.0% | +1.3% | -0.1% |
| 30D | -13.4% | -12.9% | -0.5% | -9.4% |
| 3M | -17.0% | -6.7% | -10.3% | -15.0% |
| 6M | -1.6% | +19.0% | -20.6% | -6.9% |
| YTD | +11.0% | +25.5% | -14.6% | +1.7% |
| 1Y | +41.9% | +5.5% | +36.4% | +35.1% |
| All | +41.9% | +7.3% | +34.6% | +35.1% |
Cumulative growth
Daily Returns
Daily percentage return beside URI.
Daily Out/Under-Performance
Portfolio return minus URI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URI 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 1y: compounded portfolio wealth divided by compounded URI 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…
1y analysis · Full analysis span regression · 6 months rolling