+38.0%
CMS vs URA
+36.0%
+2.1%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +4.4% | -5.7% | -1.3% |
| 7D | -0.5% | -4.1% | +3.6% | -0.6% |
| 30D | +7.2% | -19.0% | +26.2% | +7.0% |
| 3M | -1.3% | -25.1% | +23.9% | -1.5% |
| 6M | -4.3% | -44.5% | +40.2% | -4.5% |
| YTD | +2.1% | -24.3% | +26.4% | +2.1% |
| 1Y | -0.6% | -28.1% | +27.5% | -0.5% |
| 3Y | +38.0% | +40.7% | -2.6% | +36.7% |
| All | +38.0% | +36.0% | +2.1% | +36.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling