+170.3%
CMI vs URI
+211.3%
-41.1%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.4% | -0.1% |
| 7D | +1.9% | +2.5% | -0.6% | +0.8% |
| 30D | -12.5% | -12.5% | 0.0% | -7.6% |
| 3M | -16.2% | -6.2% | -10.0% | -14.2% |
| 6M | +4.9% | +25.9% | -21.0% | -5.9% |
| YTD | +11.1% | +26.2% | -15.1% | -1.4% |
| 1Y | +43.4% | +5.5% | +37.9% | +36.9% |
| 3Y | +154.1% | +125.0% | +29.1% | +67.6% |
| All | +170.3% | +211.3% | -41.1% | +45.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling