-1.3%
CMI vs URI
+36.3%
-37.6%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +4.2% | -2.2% | +0.5% |
| 7D | -1.8% | +2.6% | -4.4% | -2.8% |
| 30D | -12.2% | +9.1% | -21.3% | -14.9% |
| 3M | -26.5% | +1.0% | -27.5% | -26.9% |
| 6M | -33.6% | +23.3% | -57.0% | -37.9% |
| YTD | -8.3% | +43.3% | -51.6% | -21.7% |
| 1Y | -1.3% | +35.9% | -37.2% | -12.5% |
| All | -1.3% | +36.3% | -37.6% | -12.5% |
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