+132.3%
CMS vs URA
+307.1%
-174.8%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +6.2% | -5.6% | +0.2% |
| 7D | -0.9% | +4.3% | -5.2% | -1.2% |
| 30D | +7.1% | -11.7% | +18.8% | +7.8% |
| 3M | -1.3% | -23.5% | +22.2% | +0.2% |
| 6M | -2.7% | -37.8% | +35.1% | 0.0% |
| YTD | +2.6% | -19.6% | +22.3% | +3.1% |
| 1Y | -2.0% | -24.8% | +22.8% | -1.2% |
| 3Y | +39.6% | +47.0% | -7.3% | +30.8% |
| 5Y | +35.3% | +35.4% | 0.0% | +25.7% |
| 10Y | +132.3% | +302.3% | -170.0% | +58.1% |
| All | +132.3% | +307.1% | -174.8% | +58.1% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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