+495.9%
CMI vs URI
+1,233.8%
-737.9%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.9% | +3.0% | +0.8% |
| 7D | +0.8% | -0.5% | +1.3% | +1.0% |
| 30D | -12.8% | -13.4% | +0.6% | -7.5% |
| 3M | -12.4% | -6.2% | -6.2% | -10.4% |
| 6M | -0.9% | +28.0% | -28.9% | -11.8% |
| YTD | +8.9% | +23.0% | -14.1% | -2.5% |
| 1Y | +37.7% | +5.5% | +32.2% | +31.1% |
| 3Y | +148.9% | +119.2% | +29.7% | +67.7% |
| 5Y | +164.4% | +201.0% | -36.7% | +50.2% |
| All | +495.9% | +1,233.8% | -737.9% | +74.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling