+7,152.6%
CMI vs URI
+7,134.6%
+18.0%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -15.2% |
| 6M | -1.6% | +19.0% | -20.6% | -8.0% |
| YTD | +11.0% | +25.5% | -14.6% | +1.3% |
| 1Y | +41.9% | +5.5% | +36.4% | +36.8% |
| 3Y | +151.8% | +111.3% | +40.5% | +89.4% |
| 5Y | +163.6% | +198.6% | -35.0% | +73.6% |
| 10Y | +472.9% | +1,179.9% | -707.0% | +121.5% |
| All | +7,152.6% | +7,134.6% | +18.0% | +1,118.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling