+114.3%
CMI vs URI
+194.6%
-80.3%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.1% | -0.6% | -1.8% |
| 7D | -9.3% | -6.0% | -3.3% | -6.9% |
| 30D | -13.2% | +4.6% | -17.8% | -14.9% |
| 3M | -28.2% | -2.7% | -25.5% | -27.6% |
| 6M | -32.7% | +18.4% | -51.1% | -37.6% |
| YTD | -10.1% | +37.4% | -47.5% | -23.2% |
| 1Y | -4.9% | +30.4% | -35.2% | -16.9% |
| 3Y | +120.4% | +147.9% | -27.6% | +39.5% |
| 5Y | +114.3% | +202.1% | -87.8% | +18.2% |
| All | +114.3% | +194.6% | -80.3% | +18.2% |
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